+296.4%
ARM vs DOC
+24.4%
+272.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.6% |
| 7D | +5.5% | -1.5% | +6.9% | +6.0% |
| 30D | -8.2% | -4.8% | -3.4% | -6.6% |
| 3M | -35.9% | +6.9% | -42.8% | -38.5% |
| 6M | +103.1% | +20.7% | +82.4% | +82.1% |
| YTD | +130.6% | +34.1% | +96.5% | +96.9% |
| 1Y | +86.1% | +22.6% | +63.4% | +64.6% |
| All | +296.4% | +24.4% | +272.0% | +239.0% |
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