+144.6%
B vs DOC
-22.8%
+167.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +7.2% |
| 7D | +1.1% | +8.7% | -7.6% | -1.8% |
| 30D | +0.3% | +7.6% | -7.3% | -2.3% |
| 3M | +5.4% | -5.3% | +10.7% | +7.5% |
| 6M | +5.5% | +27.6% | -22.1% | -3.8% |
| YTD | -6.3% | +32.4% | -38.7% | -15.8% |
| 1Y | +29.4% | +22.9% | +6.5% | +19.3% |
| 3Y | +160.3% | +43.1% | +117.2% | +125.2% |
| 5Y | +144.6% | -21.4% | +166.0% | +153.3% |
| All | +144.6% | -22.8% | +167.4% | +153.3% |
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