-73.4%
CAPR vs DOC
+27.8%
-101.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.1% | +7.5% |
| 7D | +43.2% | +8.7% | +34.4% | +40.9% |
| 30D | +14.7% | +7.6% | +7.0% | +12.8% |
| 3M | +113.9% | -5.3% | +119.2% | +111.7% |
| 6M | -73.4% | +27.6% | -101.0% | -75.9% |
| All | -73.4% | +27.8% | -101.2% | -75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling