+158.6%
ALL vs DOC
-22.8%
+181.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.1% |
| 7D | +7.5% | +8.7% | -1.2% | +5.2% |
| 30D | +19.7% | +7.6% | +12.1% | +17.5% |
| 3M | +2.9% | -5.3% | +8.2% | +4.1% |
| 6M | +23.5% | +27.6% | -4.1% | +15.2% |
| YTD | +31.1% | +32.4% | -1.3% | +20.3% |
| 1Y | +40.5% | +22.9% | +17.6% | +31.7% |
| 3Y | +117.1% | +43.1% | +74.0% | +91.2% |
| 5Y | +158.6% | -21.4% | +180.0% | +186.3% |
| All | +158.6% | -22.8% | +181.4% | +186.3% |
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 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