+73.3%
AR vs DOC
-22.1%
+95.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -11.7% | +6.2% | -17.9% | -13.4% |
| 30D | +1.8% | +6.5% | -4.6% | -0.2% |
| 3M | +6.0% | -6.2% | +12.2% | +7.7% |
| 6M | -7.0% | +25.6% | -32.6% | -16.0% |
| YTD | +5.6% | +32.1% | -26.5% | -7.4% |
| 1Y | +10.8% | +20.3% | -9.5% | +1.3% |
| 3Y | +19.3% | +42.7% | -23.4% | -3.9% |
| 5Y | +73.3% | -22.2% | +95.5% | +114.7% |
| All | +73.3% | -22.1% | +95.4% | +114.7% |
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 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