+68.4%
SLB vs DOCS
-21.0%
+89.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -7.1% | -0.8% | -6.3% | -7.1% |
| 30D | +4.1% | +17.4% | -13.3% | +3.4% |
| 3M | -2.6% | +57.4% | -60.0% | -4.7% |
| 6M | -8.6% | +26.5% | -35.1% | -9.8% |
| YTD | +32.2% | -26.6% | +58.8% | +33.8% |
| 1Y | +40.7% | -48.1% | +88.7% | +45.0% |
| 3Y | -4.5% | +52.6% | -57.2% | -7.2% |
| 5Y | +66.4% | -52.1% | +118.5% | +63.6% |
| All | +68.4% | -21.0% | +89.4% | +64.5% |
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