+41,585.0%
ADI vs DOC
+2,934.4%
+38,650.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.2% |
| 7D | -5.1% | +8.7% | -13.9% | -7.7% |
| 30D | -3.1% | +7.6% | -10.7% | -5.6% |
| 3M | +7.1% | -5.3% | +12.4% | +8.6% |
| 6M | +2.9% | +27.6% | -24.7% | -6.1% |
| YTD | +51.1% | +32.4% | +18.7% | +35.9% |
| 1Y | +79.3% | +22.9% | +56.5% | +65.0% |
| 3Y | +153.5% | +43.1% | +110.4% | +120.1% |
| 5Y | +144.4% | -21.4% | +165.7% | +154.7% |
| 10Y | +670.3% | +16.8% | +653.4% | +577.9% |
| All | +41,585.0% | +2,934.4% | +38,650.7% | +9,250.5% |
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