-67.3%
CAPR vs DOC
+19.9%
-87.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +7.8% |
| 7D | +43.2% | +8.7% | +34.4% | +41.5% |
| 30D | +14.7% | +7.6% | +7.0% | +13.4% |
| 3M | +113.9% | -5.3% | +119.2% | +115.5% |
| 6M | -73.4% | +27.6% | -101.0% | -74.5% |
| YTD | -69.1% | +32.4% | -101.5% | -70.6% |
| 1Y | +47.2% | +22.9% | +24.3% | +39.9% |
| 3Y | +210.8% | +43.1% | +167.7% | +182.7% |
| 5Y | +134.1% | -21.4% | +155.5% | +151.2% |
| 10Y | -67.3% | +16.8% | -84.2% | -71.3% |
| All | -67.3% | +19.9% | -87.2% | -71.3% |
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