+65.4%
SLB vs DOCS
-54.0%
+119.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -3.5% |
| 7D | -7.7% | -1.3% | -6.4% | -7.7% |
| 30D | -0.7% | +19.4% | -20.1% | -1.5% |
| 3M | 0.0% | +53.4% | -53.4% | -2.3% |
| 6M | -10.4% | +28.8% | -39.2% | -11.9% |
| YTD | +31.5% | -25.1% | +56.5% | +33.4% |
| 1Y | +39.1% | -48.1% | +87.3% | +44.5% |
| 3Y | -5.7% | +51.4% | -57.1% | -9.2% |
| 5Y | +65.4% | -51.1% | +116.5% | +62.9% |
| All | +65.4% | -54.0% | +119.4% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling