+135.2%
B vs DOC
-22.1%
+157.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +4.3% | +6.2% | -1.9% | +2.2% |
| 30D | -0.9% | +6.5% | -7.4% | -3.2% |
| 3M | -1.4% | -6.2% | +4.9% | +0.9% |
| 6M | +5.0% | +25.6% | -20.6% | -3.6% |
| YTD | -5.8% | +32.1% | -37.9% | -15.3% |
| 1Y | +25.6% | +20.3% | +5.3% | +16.7% |
| 3Y | +161.6% | +42.7% | +118.9% | +126.7% |
| 5Y | +135.2% | -22.2% | +157.4% | +143.5% |
| All | +135.2% | -22.1% | +157.3% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling