+113.1%
ADI vs DOC
-22.1%
+135.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.9% | -11.0% |
| 7D | -16.7% | +6.2% | -22.9% | -18.6% |
| 30D | -14.2% | +6.5% | -20.6% | -16.3% |
| 3M | -4.1% | -6.2% | +2.1% | -2.1% |
| 6M | -10.3% | +25.6% | -35.9% | -19.8% |
| YTD | +34.3% | +32.1% | +2.2% | +16.7% |
| 1Y | +54.9% | +20.3% | +34.6% | +40.3% |
| 3Y | +125.3% | +42.7% | +82.5% | +84.0% |
| 5Y | +113.1% | -22.2% | +135.2% | +138.1% |
| All | +113.1% | -22.1% | +135.1% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling