-34.2%
ALB vs DOC
+20.8%
-54.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | -8.1% | -1.5% | -6.6% | -7.3% |
| 30D | +6.3% | -4.8% | +11.0% | +8.9% |
| 3M | -23.6% | +6.9% | -30.5% | -27.3% |
| 6M | -24.6% | +20.7% | -45.4% | -34.4% |
| YTD | -10.3% | +34.1% | -44.4% | -28.1% |
| 1Y | +61.5% | +22.6% | +38.8% | +37.6% |
| All | -34.2% | +20.8% | -54.9% | -48.3% |
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