-97.9%
CAPR vs DOC
+64.0%
-161.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | -2.0% | -1.5% | -0.5% | -2.0% |
| 30D | +139.2% | -4.8% | +144.0% | +139.0% |
| 3M | -66.4% | +6.9% | -73.3% | -66.3% |
| 6M | -63.1% | +20.7% | -83.9% | -63.0% |
| YTD | -67.4% | +34.1% | -101.6% | -67.3% |
| 1Y | +58.2% | +22.6% | +35.6% | +58.6% |
| 3Y | +42.2% | +20.8% | +21.4% | +42.6% |
| 5Y | +87.3% | -24.9% | +112.1% | +88.5% |
| 10Y | -75.3% | -1.8% | -73.4% | -75.2% |
| All | -97.9% | +64.0% | -161.9% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling