+74.8%
QCOM vs DOCS
+3.6%
+71.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.3% | +10.5% | +4.1% |
| 7D | +5.1% | -7.3% | +12.4% | +6.0% |
| 30D | +4.3% | -10.9% | +15.2% | +5.7% |
| 3M | -19.6% | +20.3% | -39.9% | -22.4% |
| 6M | +29.5% | -3.6% | +33.1% | +28.2% |
| YTD | +3.4% | -44.9% | +48.2% | +10.0% |
| 1Y | +10.9% | -64.9% | +75.8% | +25.1% |
| 3Y | +74.8% | +7.6% | +67.2% | +69.9% |
| All | +74.8% | +3.6% | +71.2% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling