+61.5%
ALB vs DOC
+23.9%
+37.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.3% |
| 7D | -8.1% | -1.5% | -6.6% | -7.9% |
| 30D | +6.3% | -4.8% | +11.0% | +6.6% |
| 3M | -23.6% | +6.9% | -30.5% | -24.8% |
| 6M | -24.6% | +20.7% | -45.4% | -26.3% |
| YTD | -10.3% | +34.1% | -44.4% | -16.7% |
| 1Y | +61.5% | +22.6% | +38.8% | +47.9% |
| All | +61.5% | +23.9% | +37.6% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling