-16.7%
ALB vs DOC
+43.5%
-60.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.7% |
| 7D | -2.1% | +8.7% | -10.8% | -6.2% |
| 30D | -9.0% | +7.6% | -16.6% | -12.6% |
| 3M | -21.1% | -5.3% | -15.9% | -19.1% |
| 6M | -49.9% | +27.6% | -77.5% | -58.0% |
| YTD | -32.3% | +32.4% | -64.7% | -45.4% |
| 1Y | +8.6% | +22.9% | -14.3% | -7.2% |
| All | -16.7% | +43.5% | -60.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling