+67.6%
TSLA vs DOCS
-21.3%
+88.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -0.8% | +6.3% | -7.1% | -2.2% |
| 3M | +14.8% | +26.5% | -11.7% | +8.5% |
| 6M | -11.3% | +24.8% | -36.1% | -18.0% |
| YTD | -15.6% | -26.8% | +11.2% | -12.4% |
| 1Y | -14.7% | -38.3% | +23.6% | -8.2% |
| 3Y | +76.9% | +36.0% | +40.9% | +49.0% |
| 5Y | +6.7% | -55.0% | +61.7% | +1.8% |
| All | +67.6% | -21.3% | +88.8% | +59.3% |
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