+200.4%
B vs DOC
+20.8%
+179.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | +9.4% | -4.8% | +14.2% | +11.4% |
| 3M | +5.0% | +6.9% | -1.9% | +2.2% |
| 6M | -3.5% | +20.7% | -24.3% | -10.4% |
| YTD | +4.5% | +34.1% | -29.7% | -6.6% |
| 1Y | +67.8% | +22.6% | +45.1% | +54.4% |
| All | +200.4% | +20.8% | +179.7% | +182.2% |
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 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