+219.1%
AA vs DOC
+2,934.4%
-2,715.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +1.3% |
| 7D | +0.9% | +8.7% | -7.8% | -2.9% |
| 30D | -6.4% | +7.6% | -14.1% | -9.9% |
| 3M | -13.0% | -5.3% | -7.7% | -11.3% |
| 6M | -34.6% | +27.6% | -62.2% | -42.9% |
| YTD | -23.0% | +32.4% | -55.4% | -34.7% |
| 1Y | +16.0% | +22.9% | -6.9% | +1.7% |
| 3Y | +58.0% | +43.1% | +14.9% | +29.0% |
| 5Y | -7.9% | -21.4% | +13.5% | -0.7% |
| 10Y | +69.9% | +16.8% | +53.1% | +45.1% |
| All | +219.1% | +2,934.4% | -2,715.3% | +15.0% |
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