+20.1%
COMP vs DOC
+21.8%
-1.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +4.6% |
| 7D | +9.5% | +8.7% | +0.8% | +1.1% |
| 30D | +8.1% | +7.6% | +0.4% | +0.6% |
| 3M | -16.3% | -5.3% | -11.1% | -11.8% |
| 6M | +42.2% | +27.6% | +14.6% | +9.9% |
| YTD | -5.0% | +32.4% | -37.4% | -27.6% |
| 1Y | +20.1% | +22.9% | -2.8% | -2.8% |
| All | +20.1% | +21.8% | -1.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling