+112.9%
AA vs DOC
-2.1%
+115.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.2% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | +5.0% | -4.8% | +9.7% | +7.4% |
| 3M | -35.8% | +6.9% | -42.7% | -38.5% |
| 6M | -18.4% | +20.7% | -39.1% | -27.8% |
| YTD | -5.5% | +34.1% | -39.6% | -21.6% |
| 1Y | +61.0% | +22.6% | +38.3% | +39.5% |
| 3Y | +66.2% | +20.8% | +45.4% | +44.7% |
| 5Y | +11.4% | -24.9% | +36.2% | +22.2% |
| All | +112.9% | -2.1% | +115.0% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling