-15.6%
TSLA vs DOCS
-54.0%
+38.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.3% | -6.5% | -9.7% |
| 7D | -14.8% | -1.3% | -13.4% | -14.5% |
| 30D | -9.7% | +19.4% | -29.1% | -13.7% |
| 3M | +6.9% | +53.4% | -46.5% | -5.5% |
| 6M | -11.7% | +28.8% | -40.5% | -19.8% |
| YTD | -23.6% | -25.1% | +1.5% | -20.6% |
| 1Y | -25.6% | -48.1% | +22.5% | -14.8% |
| 3Y | +56.3% | +51.4% | +4.9% | +20.5% |
| 5Y | -15.6% | -51.1% | +35.5% | -22.4% |
| All | -15.6% | -54.0% | +38.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling