+322.1%
ADP vs DOC
+14.9%
+307.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +7.4% | +6.2% | +1.1% | +5.0% |
| 30D | +17.1% | +6.5% | +10.6% | +14.3% |
| 3M | +14.4% | -6.2% | +20.7% | +17.0% |
| 6M | +47.9% | +25.6% | +22.3% | +34.0% |
| YTD | +22.1% | +32.1% | -10.0% | +8.0% |
| 1Y | +21.8% | +20.3% | +1.5% | +11.7% |
| 3Y | +50.5% | +42.7% | +7.7% | +25.1% |
| 5Y | +49.6% | -22.2% | +71.7% | +59.7% |
| All | +322.1% | +14.9% | +307.1% | +275.5% |
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 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