+25.6%
AR vs DOC
+43.2%
-17.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -11.7% | +6.2% | -17.9% | -12.2% |
| 30D | +1.8% | +6.5% | -4.6% | +1.2% |
| 3M | +6.0% | -6.2% | +12.2% | +6.7% |
| 6M | -7.0% | +25.6% | -32.6% | -11.1% |
| YTD | +5.6% | +32.1% | -26.5% | -1.0% |
| 1Y | +10.8% | +20.3% | -9.5% | +6.8% |
| All | +25.6% | +43.2% | -17.5% | +11.7% |
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