+109.4%
C vs DOC
-22.1%
+131.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | -5.3% | +6.2% | -11.5% | -7.3% |
| 30D | -7.3% | +6.5% | -13.8% | -9.5% |
| 3M | -13.5% | -6.2% | -7.2% | -11.6% |
| 6M | -6.5% | +25.6% | -32.1% | -15.2% |
| YTD | +3.6% | +32.1% | -28.5% | -8.5% |
| 1Y | +18.9% | +20.3% | -1.4% | +9.1% |
| 3Y | +205.0% | +42.7% | +162.2% | +152.9% |
| 5Y | +109.4% | -22.2% | +131.5% | +121.9% |
| All | +109.4% | -22.1% | +131.4% | +121.9% |
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