+49.1%
UBER vs DOCS
-36.0%
+85.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | +11.1% | +21.8% | -10.7% | +5.8% |
| 3M | +4.9% | +27.3% | -22.4% | -1.0% |
| 6M | -1.2% | -0.3% | -0.8% | -3.1% |
| YTD | -7.3% | -40.5% | +33.2% | -0.2% |
| 1Y | -17.6% | -61.5% | +43.9% | -3.7% |
| 3Y | +61.1% | +8.2% | +52.9% | +40.2% |
| 5Y | +87.9% | -73.4% | +161.3% | +84.9% |
| All | +49.1% | -36.0% | +85.1% | +48.5% |
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 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