+13,453.8%
COST vs DOC
+2,934.4%
+10,519.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.9% |
| 7D | +6.6% | +8.7% | -2.1% | +4.6% |
| 30D | +13.5% | +7.6% | +5.8% | +11.5% |
| 3M | +10.6% | -5.3% | +15.8% | +11.8% |
| 6M | +3.6% | +27.6% | -24.0% | -2.8% |
| YTD | +22.1% | +32.4% | -10.3% | +13.2% |
| 1Y | +11.9% | +22.9% | -11.0% | +5.5% |
| 3Y | +94.1% | +43.1% | +51.0% | +73.9% |
| 5Y | +114.1% | -21.4% | +135.5% | +119.5% |
| 10Y | +769.5% | +16.8% | +752.7% | +670.6% |
| All | +13,453.8% | +2,934.4% | +10,519.4% | +5,367.6% |
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