-74.9%
CAPR vs DOC
-2.1%
-72.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | -2.0% | -1.5% | -0.5% | -1.8% |
| 30D | +139.2% | -4.8% | +144.0% | +140.7% |
| 3M | -66.4% | +6.9% | -73.3% | -66.9% |
| 6M | -63.1% | +20.7% | -83.9% | -64.5% |
| YTD | -67.4% | +34.1% | -101.6% | -69.2% |
| 1Y | +58.2% | +22.6% | +35.6% | +50.6% |
| 3Y | +42.2% | +20.8% | +21.4% | +35.6% |
| 5Y | +87.3% | -24.9% | +112.1% | +104.0% |
| All | -74.9% | -2.1% | -72.9% | -74.9% |
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 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