-81.0%
PYPL vs DOCS
-36.0%
-45.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.5% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | -4.9% | +21.8% | -26.7% | -9.7% |
| 3M | +28.9% | +27.3% | +1.6% | +21.3% |
| 6M | +18.2% | -0.3% | +18.6% | +15.5% |
| YTD | -5.0% | -40.5% | +35.5% | +2.5% |
| 1Y | -18.8% | -61.5% | +42.7% | -4.8% |
| 3Y | -12.6% | +8.2% | -20.7% | -23.2% |
| 5Y | -80.8% | -73.4% | -7.4% | -80.8% |
| All | -81.0% | -36.0% | -45.0% | -81.4% |
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