+396.9%
ALL vs DOC
+14.9%
+382.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +4.2% | +6.2% | -2.0% | +2.1% |
| 30D | +18.9% | +6.5% | +12.5% | +16.4% |
| 3M | +1.2% | -6.2% | +7.5% | +3.2% |
| 6M | +23.2% | +25.6% | -2.4% | +12.8% |
| YTD | +30.0% | +32.1% | -2.1% | +16.2% |
| 1Y | +39.6% | +20.3% | +19.3% | +29.0% |
| 3Y | +115.2% | +42.7% | +72.5% | +82.7% |
| 5Y | +156.2% | -22.2% | +178.4% | +172.0% |
| All | +396.9% | +14.9% | +382.0% | +348.6% |
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