+14.0%
TSCO vs DOCS
-21.3%
+35.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.4% |
| 7D | +6.8% | -0.6% | +7.4% | +6.9% |
| 30D | +11.3% | +6.3% | +5.0% | +10.7% |
| 3M | +9.1% | +26.5% | -17.4% | +7.0% |
| 6M | +24.2% | +24.8% | -0.6% | +21.0% |
| YTD | -23.5% | -26.8% | +3.2% | -22.7% |
| 1Y | -30.8% | -38.3% | +7.5% | -29.0% |
| 3Y | +0.1% | +36.0% | -36.0% | -8.3% |
| 5Y | -5.3% | -55.0% | +49.6% | -10.4% |
| All | +14.0% | -21.3% | +35.2% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling