+63.4%
A vs DOC
+43.2%
+20.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -5.2% | +6.2% | -11.4% | -6.9% |
| 30D | +1.4% | +6.5% | -5.0% | -0.5% |
| 3M | +21.9% | -6.2% | +28.2% | +24.2% |
| 6M | +46.7% | +25.6% | +21.1% | +34.4% |
| YTD | +27.2% | +32.1% | -4.9% | +13.4% |
| 1Y | +17.9% | +20.3% | -2.4% | +9.4% |
| All | +63.4% | +43.2% | +20.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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