+11,743.1%
COST vs DOC
+2,974.4%
+8,768.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -3.1% | -1.5% | -1.7% | -2.8% |
| 30D | -2.8% | -4.8% | +2.0% | -1.7% |
| 3M | -5.7% | +6.9% | -12.6% | -7.2% |
| 6M | -8.8% | +20.7% | -29.5% | -13.3% |
| YTD | +6.7% | +34.1% | -27.5% | -1.3% |
| 1Y | -3.6% | +22.6% | -26.3% | -9.2% |
| 3Y | +75.1% | +20.8% | +54.3% | +63.1% |
| 5Y | +108.9% | -24.9% | +133.8% | +116.4% |
| 10Y | +586.2% | -1.8% | +588.0% | +534.0% |
| All | +11,743.1% | +2,974.4% | +8,768.7% | +4,666.9% |
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 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