+30.2%
ALB vs DOC
+14.9%
+15.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +5.5% | +6.2% | -0.8% | +2.7% |
| 30D | -7.5% | +6.5% | -14.0% | -10.3% |
| 3M | -16.9% | -6.2% | -10.7% | -14.8% |
| 6M | -49.2% | +25.6% | -74.8% | -55.3% |
| YTD | -29.9% | +32.1% | -61.9% | -40.0% |
| 1Y | +8.2% | +20.3% | -12.1% | -3.2% |
| 3Y | -19.4% | +42.7% | -62.2% | -33.1% |
| 5Y | -61.6% | -22.2% | -39.5% | -59.5% |
| All | +30.2% | +14.9% | +15.3% | +21.6% |
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