+320.9%
TMUS vs DOC
+68.4%
+252.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +3.1% | -3.7% | +6.9% | +4.3% |
| 3M | +2.4% | +5.2% | -2.8% | +0.8% |
| 6M | -17.1% | +22.5% | -39.6% | -22.6% |
| YTD | -9.1% | +33.2% | -42.3% | -17.4% |
| 1Y | -23.6% | +19.8% | -43.4% | -28.5% |
| 3Y | +38.8% | +23.8% | +15.1% | +26.4% |
| 5Y | +43.0% | -25.4% | +68.3% | +49.9% |
| 10Y | +309.1% | -3.8% | +312.9% | +272.6% |
| All | +320.9% | +68.4% | +252.5% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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