-54.2%
COMP vs DOC
-14.6%
-39.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -7.9% | -7.9% |
| 7D | -1.8% | +6.2% | -8.0% | -7.8% |
| 30D | -0.8% | +6.5% | -7.2% | -7.2% |
| 3M | -28.1% | -6.2% | -21.9% | -23.3% |
| 6M | +27.0% | +25.6% | +1.4% | -0.7% |
| YTD | -12.8% | +32.1% | -44.8% | -36.0% |
| 1Y | +4.9% | +20.3% | -15.4% | -15.2% |
| 3Y | +321.0% | +42.7% | +278.3% | +164.5% |
| 5Y | -25.6% | -22.2% | -3.4% | -12.4% |
| All | -54.2% | -14.6% | -39.6% | -47.3% |
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