+1,046.6%
CCJ vs DOC
-2.1%
+1,048.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | +6.9% | -4.8% | +11.6% | +8.1% |
| 3M | -11.6% | +6.9% | -18.5% | -13.3% |
| 6M | -16.2% | +20.7% | -37.0% | -20.3% |
| YTD | +10.1% | +34.1% | -24.0% | +1.9% |
| 1Y | +32.3% | +22.6% | +9.6% | +24.4% |
| 3Y | +171.3% | +20.8% | +150.5% | +152.4% |
| 5Y | +372.4% | -24.9% | +397.3% | +392.6% |
| All | +1,046.6% | -2.1% | +1,048.7% | +1,104.0% |
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