-28.0%
AR vs DOC
+10.8%
-38.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -7.4% |
| 7D | -11.1% | +8.7% | -19.8% | -14.0% |
| 30D | +7.9% | +7.6% | +0.3% | +4.7% |
| 3M | +4.9% | -5.3% | +10.1% | +6.4% |
| 6M | -5.3% | +27.6% | -32.9% | -16.0% |
| YTD | +8.6% | +32.4% | -23.8% | -5.7% |
| 1Y | +13.7% | +22.9% | -9.2% | +1.7% |
| 3Y | +22.8% | +43.1% | -20.3% | +0.6% |
| 5Y | +82.0% | -21.4% | +103.3% | +91.8% |
| 10Y | +51.8% | +16.8% | +35.0% | +29.5% |
| All | -28.0% | +10.8% | -38.9% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling