-29.9%
COMP vs DOC
-24.5%
-5.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +2.6% |
| 7D | +1.4% | -1.5% | +2.8% | +3.0% |
| 30D | -13.3% | -4.8% | -8.6% | -8.8% |
| 3M | +41.1% | +6.9% | +34.2% | +29.6% |
| 6M | +17.2% | +20.7% | -3.6% | -5.1% |
| YTD | +5.2% | +34.1% | -28.9% | -24.9% |
| 1Y | +18.9% | +22.6% | -3.7% | -6.9% |
| 3Y | +215.9% | +20.8% | +195.1% | +142.4% |
| All | -29.9% | -24.5% | -5.4% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling