+27.3%
QCOM vs DOCS
-19.4%
+46.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.3% | -5.2% | -8.8% |
| 7D | -15.5% | -1.3% | -14.1% | -15.2% |
| 30D | -13.4% | +19.4% | -32.8% | -15.7% |
| 3M | 0.0% | +53.4% | -53.4% | -7.1% |
| 6M | -15.2% | +28.8% | -44.0% | -19.9% |
| YTD | -6.9% | -25.1% | +18.1% | -4.8% |
| 1Y | -11.0% | -48.1% | +37.2% | -3.8% |
| 3Y | +39.8% | +51.4% | -11.6% | +21.9% |
| 5Y | +7.2% | -51.1% | +58.3% | +3.1% |
| All | +27.3% | -19.4% | +46.7% | +21.8% |
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