+31.1%
TMUS vs DOCS
-36.0%
+67.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +5.3% | +21.8% | -16.6% | +4.5% |
| 3M | +3.1% | +27.3% | -24.2% | +2.3% |
| 6M | -16.5% | -0.3% | -16.1% | -16.7% |
| YTD | -9.2% | -40.5% | +31.3% | -8.0% |
| 1Y | -26.5% | -61.5% | +35.1% | -24.5% |
| 3Y | +39.0% | +8.2% | +30.8% | +35.1% |
| 5Y | +40.4% | -73.4% | +113.8% | +39.6% |
| All | +31.1% | -36.0% | +67.1% | +31.2% |
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