+58.1%
TSLA vs DOCS
-21.0%
+79.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.7% |
| 7D | -10.4% | -0.8% | -9.6% | -10.3% |
| 30D | -5.2% | +17.4% | -22.6% | -8.5% |
| 3M | +12.1% | +57.4% | -45.2% | 0.0% |
| 6M | -10.2% | +26.5% | -36.7% | -17.1% |
| YTD | -20.3% | -26.6% | +6.2% | -17.4% |
| 1Y | -19.7% | -48.1% | +28.4% | -10.0% |
| 3Y | +63.4% | +52.6% | +10.7% | +33.2% |
| 5Y | -12.1% | -52.1% | +40.0% | -16.5% |
| All | +58.1% | -21.0% | +79.1% | +50.1% |
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