-79.7%
PYPL vs DOCS
-19.4%
-60.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.3% |
| 7D | +3.5% | -1.3% | +4.9% | +3.8% |
| 30D | +8.0% | +19.4% | -11.4% | +4.3% |
| 3M | +2.0% | +53.4% | -51.4% | -7.5% |
| 6M | +27.6% | +28.8% | -1.2% | +18.6% |
| YTD | +1.9% | -25.1% | +27.0% | +5.0% |
| 1Y | -12.4% | -48.1% | +35.7% | -3.2% |
| 3Y | +6.3% | +51.4% | -45.1% | -13.0% |
| 5Y | -73.6% | -51.1% | -22.5% | -75.3% |
| All | -79.7% | -19.4% | -60.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling