-67.7%
CAPR vs DOC
+14.9%
-82.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +29.7% | +6.2% | +23.5% | +28.6% |
| 30D | +11.0% | +6.5% | +4.5% | +10.0% |
| 3M | +118.8% | -6.2% | +125.1% | +120.8% |
| 6M | -73.9% | +25.6% | -99.5% | -75.0% |
| YTD | -70.2% | +32.1% | -102.3% | -71.7% |
| 1Y | +38.3% | +20.3% | +18.0% | +32.3% |
| 3Y | +199.7% | +42.7% | +156.9% | +172.5% |
| 5Y | +130.6% | -22.2% | +152.7% | +148.1% |
| All | -67.7% | +14.9% | -82.6% | -71.1% |
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