-63.0%
ALB vs DOC
-22.8%
-40.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.5% |
| 7D | -2.1% | +8.7% | -10.8% | -6.6% |
| 30D | -9.0% | +7.6% | -16.6% | -13.0% |
| 3M | -21.1% | -5.3% | -15.9% | -19.0% |
| 6M | -49.9% | +27.6% | -77.5% | -58.2% |
| YTD | -32.3% | +32.4% | -64.7% | -45.4% |
| 1Y | +8.6% | +22.9% | -14.3% | -7.8% |
| 3Y | -22.2% | +43.1% | -65.3% | -41.3% |
| 5Y | -63.0% | -21.4% | -41.6% | -60.6% |
| All | -63.0% | -22.8% | -40.2% | -60.6% |
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 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