+767.5%
COST vs DOC
+15.7%
+751.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +4.1% | +6.5% | -2.4% | +2.8% |
| 30D | +12.0% | +9.2% | +2.8% | +10.0% |
| 3M | +11.2% | -2.5% | +13.7% | +11.6% |
| 6M | +6.1% | +7.1% | -0.9% | +4.5% |
| YTD | +22.9% | +33.0% | -10.1% | +15.0% |
| 1Y | +14.7% | +23.3% | -8.5% | +9.1% |
| 3Y | +92.3% | +44.9% | +47.4% | +73.9% |
| 5Y | +116.6% | -21.6% | +138.2% | +123.3% |
| All | +767.5% | +15.7% | +751.8% | +701.5% |
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 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