+216.8%
ACWI vs DOC
+14.9%
+201.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -4.0% | +6.2% | -10.2% | -5.7% |
| 30D | -5.8% | +6.5% | -12.3% | -7.7% |
| 3M | -5.0% | -6.2% | +1.2% | -3.4% |
| 6M | +0.7% | +25.6% | -24.9% | -7.1% |
| YTD | +8.4% | +32.1% | -23.6% | -1.8% |
| 1Y | +10.1% | +20.3% | -10.2% | +2.6% |
| 3Y | +70.8% | +42.7% | +28.0% | +47.8% |
| 5Y | +55.4% | -22.2% | +77.5% | +62.5% |
| All | +216.8% | +14.9% | +201.9% | +190.2% |
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