+1,163.5%
C vs DOC
+2,974.4%
-1,810.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | +3.6% | -1.5% | +5.1% | +4.5% |
| 30D | +0.1% | -4.8% | +4.8% | +2.9% |
| 3M | +2.4% | +6.9% | -4.5% | -2.2% |
| 6M | +24.9% | +20.7% | +4.2% | +8.9% |
| YTD | +19.8% | +34.1% | -14.3% | -2.4% |
| 1Y | +44.9% | +22.6% | +22.2% | +23.8% |
| 3Y | +263.0% | +20.8% | +242.2% | +202.7% |
| 5Y | +129.5% | -24.9% | +154.4% | +150.9% |
| 10Y | +291.6% | -1.8% | +293.4% | +232.1% |
| All | +1,163.5% | +2,974.4% | -1,810.9% | +165.7% |
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