+710.4%
B vs DOC
+2,934.4%
-2,224.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +7.8% |
| 7D | +1.1% | +8.7% | -7.6% | -0.3% |
| 30D | +0.3% | +7.6% | -7.3% | -0.9% |
| 3M | +5.4% | -5.3% | +10.7% | +6.4% |
| 6M | +5.5% | +27.6% | -22.1% | +1.2% |
| YTD | -6.3% | +32.4% | -38.7% | -10.7% |
| 1Y | +29.4% | +22.9% | +6.5% | +24.7% |
| 3Y | +160.3% | +43.1% | +117.2% | +144.2% |
| 5Y | +144.6% | -21.4% | +166.0% | +149.4% |
| 10Y | +169.3% | +16.8% | +152.5% | +152.4% |
| All | +710.4% | +2,934.4% | -2,224.0% | +630.7% |
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