+29.2%
AR vs DOC
+43.5%
-14.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -6.5% |
| 7D | -11.1% | +8.7% | -19.8% | -11.8% |
| 30D | +7.9% | +7.6% | +0.3% | +7.1% |
| 3M | +4.9% | -5.3% | +10.1% | +5.4% |
| 6M | -5.3% | +27.6% | -32.9% | -9.8% |
| YTD | +8.6% | +32.4% | -23.8% | +1.8% |
| 1Y | +13.7% | +22.9% | -9.2% | +8.9% |
| All | +29.2% | +43.5% | -14.3% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling