+147.2%
AR vs DOC
-24.5%
+171.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +2.5% | -1.5% | +4.0% | +3.0% |
| 30D | +14.8% | -4.8% | +19.6% | +16.4% |
| 3M | +6.2% | +6.9% | -0.7% | +3.4% |
| 6M | +4.3% | +20.7% | -16.5% | -3.8% |
| YTD | +14.4% | +34.1% | -19.8% | +0.4% |
| 1Y | +21.3% | +22.6% | -1.3% | +10.5% |
| 3Y | +39.8% | +20.8% | +19.0% | +26.4% |
| All | +147.2% | -24.5% | +171.8% | +200.6% |
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