+38.0%
TSLA vs DOCS
+9.5%
+28.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.2% | -5.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +10.1% | +21.8% | -11.7% | +5.6% |
| 3M | -15.4% | +27.3% | -42.7% | -19.7% |
| 6M | -12.8% | -0.3% | -12.4% | -14.3% |
| YTD | -21.3% | -40.5% | +19.2% | -14.7% |
| 1Y | +4.6% | -61.5% | +66.1% | +23.9% |
| All | +38.0% | +9.5% | +28.6% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling