+291.9%
AA vs DOC
+2,974.4%
-2,682.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.3% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | +5.0% | -4.8% | +9.7% | +7.2% |
| 3M | -35.8% | +6.9% | -42.7% | -38.2% |
| 6M | -18.4% | +20.7% | -39.1% | -26.9% |
| YTD | -5.5% | +34.1% | -39.6% | -19.9% |
| 1Y | +61.0% | +22.6% | +38.3% | +41.6% |
| 3Y | +66.2% | +20.8% | +45.4% | +47.3% |
| 5Y | +11.4% | -24.9% | +36.2% | +22.8% |
| 10Y | +116.9% | -1.8% | +118.7% | +100.5% |
| All | +291.9% | +2,974.4% | -2,682.5% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling