-43.9%
ALB vs DOC
-24.5%
-19.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.4% |
| 7D | -8.1% | -1.5% | -6.6% | -7.3% |
| 30D | +6.3% | -4.8% | +11.0% | +9.1% |
| 3M | -23.6% | +6.9% | -30.5% | -27.3% |
| 6M | -24.6% | +20.7% | -45.4% | -34.6% |
| YTD | -10.3% | +34.1% | -44.4% | -27.7% |
| 1Y | +61.5% | +22.6% | +38.8% | +37.7% |
| 3Y | -34.0% | +20.8% | -54.8% | -44.2% |
| All | -43.9% | -24.5% | -19.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling