+211.9%
CAPR vs DOC
+43.5%
+168.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +9.1% |
| 7D | +43.2% | +8.7% | +34.4% | +46.4% |
| 30D | +14.7% | +7.6% | +7.0% | +16.9% |
| 3M | +113.9% | -5.3% | +119.2% | +108.3% |
| 6M | -73.4% | +27.6% | -101.0% | -70.9% |
| YTD | -69.1% | +32.4% | -101.5% | -65.3% |
| 1Y | +47.2% | +22.9% | +24.3% | +55.1% |
| All | +211.9% | +43.5% | +168.4% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling