+6.3%
TSCO vs DOCS
-36.0%
+42.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +5.5% | +21.8% | -16.4% | +3.5% |
| 3M | +20.0% | +27.3% | -7.3% | +17.2% |
| 6M | -29.8% | -0.3% | -29.5% | -30.4% |
| YTD | -28.7% | -40.5% | +11.8% | -26.6% |
| 1Y | -40.9% | -61.5% | +20.6% | -37.2% |
| 3Y | -15.9% | +8.2% | -24.1% | -21.7% |
| 5Y | -3.5% | -73.4% | +70.0% | -6.3% |
| All | +6.3% | -36.0% | +42.3% | +2.9% |
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