-94.8%
AAOX vs DOC
+23.0%
-117.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.7% | +11.9% | +13.0% |
| 7D | -52.9% | +6.5% | -59.4% | -50.7% |
| 30D | -86.9% | +9.2% | -96.1% | -86.0% |
| 3M | -89.6% | -2.5% | -87.2% | -89.3% |
| 6M | -97.3% | +7.1% | -104.4% | -97.2% |
| All | -94.8% | +23.0% | -117.9% | -94.8% |
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