+201.6%
ARM vs DOC
+22.8%
+178.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.1% | -8.4% | -6.4% |
| 7D | -18.7% | +8.7% | -27.4% | -21.2% |
| 30D | -36.7% | +7.6% | -44.3% | -38.6% |
| 3M | -31.6% | -5.3% | -26.4% | -30.4% |
| 6M | -5.6% | +27.6% | -33.2% | -17.5% |
| YTD | +75.5% | +32.4% | +43.1% | +50.5% |
| 1Y | +19.3% | +22.9% | -3.5% | +5.5% |
| 3Y | +258.6% | +43.1% | +215.5% | +179.7% |
| All | +201.6% | +22.8% | +178.8% | +159.0% |
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 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