-34.6%
AA vs DOC
+27.8%
-62.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +3.0% |
| 7D | +0.9% | +8.7% | -7.8% | +1.7% |
| 30D | -6.4% | +7.6% | -14.1% | -5.7% |
| 3M | -13.0% | -5.3% | -7.7% | -12.7% |
| 6M | -34.6% | +27.6% | -62.2% | -34.6% |
| All | -34.6% | +27.8% | -62.5% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling