+37.0%
QCOM vs DOCS
-36.0%
+73.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.5% |
| 7D | +3.3% | -1.4% | +4.8% | +3.5% |
| 30D | +7.7% | +21.8% | -14.1% | +3.7% |
| 3M | -30.1% | +27.3% | -57.4% | -33.3% |
| 6M | +22.8% | -0.3% | +23.2% | +20.8% |
| YTD | +0.2% | -40.5% | +40.7% | +6.3% |
| 1Y | +7.9% | -61.5% | +69.4% | +22.3% |
| 3Y | +55.8% | +8.2% | +47.7% | +43.5% |
| 5Y | +30.1% | -73.4% | +103.5% | +31.5% |
| All | +37.0% | -36.0% | +73.0% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling