+120.4%
AS vs DOC
+33.0%
+87.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.2% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | -19.6% | -4.8% | -14.8% | -18.3% |
| 3M | -14.4% | +6.9% | -21.3% | -16.6% |
| 6M | -20.1% | +20.7% | -40.9% | -25.6% |
| YTD | -20.9% | +34.1% | -55.1% | -28.8% |
| 1Y | -21.9% | +22.6% | -44.5% | -27.8% |
| All | +120.4% | +33.0% | +87.4% | +110.1% |
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