+94.0%
SLB vs DOCS
-36.0%
+130.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | +0.8% | -1.4% | +2.3% | +0.9% |
| 30D | +15.8% | +21.8% | -6.0% | +14.6% |
| 3M | -0.3% | +27.3% | -27.6% | -1.7% |
| 6M | +21.3% | -0.3% | +21.7% | +20.8% |
| YTD | +52.3% | -40.5% | +92.8% | +55.5% |
| 1Y | +63.6% | -61.5% | +125.2% | +70.9% |
| 3Y | +3.8% | +8.2% | -4.4% | +2.3% |
| 5Y | +128.6% | -73.4% | +202.1% | +127.3% |
| All | +94.0% | -36.0% | +130.0% | +91.1% |
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