+120.4%
C vs DOC
-22.8%
+143.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +0.5% |
| 7D | +1.1% | +8.7% | -7.7% | -2.0% |
| 30D | -2.4% | +7.6% | -10.1% | -5.1% |
| 3M | -8.4% | -5.3% | -3.1% | -6.7% |
| 6M | +0.3% | +27.6% | -27.3% | -9.6% |
| YTD | +9.1% | +32.4% | -23.3% | -3.7% |
| 1Y | +26.0% | +22.9% | +3.2% | +14.6% |
| 3Y | +221.2% | +43.1% | +178.1% | +166.1% |
| 5Y | +120.4% | -21.4% | +141.8% | +132.8% |
| All | +120.4% | -22.8% | +143.3% | +132.8% |
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 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