-44.8%
COMP vs DOC
-13.3%
-31.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +2.5% |
| 7D | +1.4% | -1.5% | +2.8% | +3.0% |
| 30D | -13.3% | -4.8% | -8.6% | -8.9% |
| 3M | +41.1% | +6.9% | +34.2% | +30.0% |
| 6M | +17.2% | +20.7% | -3.6% | -4.4% |
| YTD | +5.2% | +34.1% | -28.9% | -24.0% |
| 1Y | +18.9% | +22.6% | -3.7% | -6.0% |
| 3Y | +215.9% | +20.8% | +195.1% | +145.1% |
| 5Y | -31.2% | -24.9% | -6.3% | -19.1% |
| All | -44.8% | -13.3% | -31.5% | -37.5% |
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