+77.4%
ACWI vs DOC
+43.5%
+33.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.1% |
| 7D | -0.5% | +8.7% | -9.2% | -2.0% |
| 30D | -1.6% | +7.6% | -9.3% | -3.0% |
| 3M | -1.3% | -5.3% | +3.9% | -0.4% |
| 6M | +5.8% | +27.6% | -21.8% | 0.0% |
| YTD | +12.7% | +32.4% | -19.7% | +5.3% |
| 1Y | +15.0% | +22.9% | -7.8% | +9.3% |
| All | +77.4% | +43.5% | +33.9% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling