+10.5%
TSCO vs DOCS
-21.0%
+31.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | +11.8% | +17.4% | -5.6% | +10.4% |
| 3M | +7.4% | +57.4% | -50.0% | +3.3% |
| 6M | +13.4% | +26.5% | -13.1% | +10.4% |
| YTD | -25.9% | -26.6% | +0.7% | -25.1% |
| 1Y | -29.9% | -48.1% | +18.2% | -27.2% |
| 3Y | -3.4% | +52.6% | -56.0% | -12.6% |
| 5Y | -9.4% | -52.1% | +42.7% | -14.4% |
| All | +10.5% | -21.0% | +31.5% | +5.1% |
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 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