+250.6%
C vs DOC
+19.9%
+230.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +0.2% |
| 7D | +1.1% | +8.7% | -7.7% | -2.9% |
| 30D | -2.4% | +7.6% | -10.1% | -6.0% |
| 3M | -8.4% | -5.3% | -3.1% | -6.3% |
| 6M | +0.3% | +27.6% | -27.3% | -12.4% |
| YTD | +9.1% | +32.4% | -23.3% | -7.1% |
| 1Y | +26.0% | +22.9% | +3.2% | +11.2% |
| 3Y | +221.2% | +43.1% | +178.1% | +154.8% |
| 5Y | +120.4% | -21.4% | +141.8% | +136.7% |
| 10Y | +250.6% | +16.8% | +233.8% | +221.8% |
| All | +250.6% | +19.9% | +230.7% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling