+49,750.1%
TSCO vs DOC
+1,078.9%
+48,671.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +5.5% | -4.8% | +10.2% | +6.9% |
| 3M | +20.0% | +6.9% | +13.1% | +17.4% |
| 6M | -29.8% | +20.7% | -50.5% | -34.1% |
| YTD | -28.7% | +34.1% | -62.8% | -35.2% |
| 1Y | -40.9% | +22.6% | -63.6% | -45.0% |
| 3Y | -15.9% | +20.8% | -36.8% | -22.3% |
| 5Y | -3.5% | -24.9% | +21.4% | +1.4% |
| 10Y | +142.2% | -1.8% | +144.0% | +119.8% |
| All | +49,750.1% | +1,078.9% | +48,671.2% | +28,258.1% |
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