+82.0%
AR vs DOC
-22.8%
+104.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -7.2% |
| 7D | -11.1% | +8.7% | -19.8% | -13.4% |
| 30D | +7.9% | +7.6% | +0.3% | +5.3% |
| 3M | +4.9% | -5.3% | +10.1% | +6.2% |
| 6M | -5.3% | +27.6% | -32.9% | -15.0% |
| YTD | +8.6% | +32.4% | -23.8% | -4.8% |
| 1Y | +13.7% | +22.9% | -9.2% | +2.9% |
| 3Y | +22.8% | +43.1% | -20.3% | -1.2% |
| 5Y | +82.0% | -21.4% | +103.3% | +123.4% |
| All | +82.0% | -22.8% | +104.8% | +123.4% |
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