-12.0%
A vs DOC
-24.5%
+12.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -1.9% | -1.5% | -0.5% | -1.4% |
| 30D | +6.9% | -4.8% | +11.7% | +8.8% |
| 3M | +9.2% | +6.9% | +2.4% | +6.2% |
| 6M | +25.7% | +20.7% | +4.9% | +15.2% |
| YTD | +11.5% | +34.1% | -22.6% | -2.8% |
| 1Y | +18.4% | +22.6% | -4.3% | +7.1% |
| 3Y | +26.6% | +20.8% | +5.8% | +14.2% |
| All | -12.0% | -24.5% | +12.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling