+10.8%
AR vs DOC
+21.7%
-10.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.9% |
| 7D | -11.7% | +6.2% | -17.9% | -10.4% |
| 30D | +1.8% | +6.5% | -4.6% | +3.5% |
| 3M | +6.0% | -6.2% | +12.2% | +4.8% |
| 6M | -7.0% | +25.6% | -32.6% | -2.8% |
| YTD | +5.6% | +32.1% | -26.5% | +9.4% |
| 1Y | +10.8% | +20.3% | -9.5% | +18.3% |
| All | +10.8% | +21.7% | -10.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling