+851.0%
CTAS vs DOC
+14.9%
+836.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.8% | +6.2% | -2.4% | +1.3% |
| 30D | +15.5% | +6.5% | +9.1% | +12.5% |
| 3M | +12.7% | -6.2% | +18.9% | +15.5% |
| 6M | +34.5% | +25.6% | +8.9% | +20.8% |
| YTD | +21.3% | +32.1% | -10.8% | +6.0% |
| 1Y | +23.1% | +20.3% | +2.8% | +12.0% |
| 3Y | +79.3% | +42.7% | +36.6% | +46.8% |
| 5Y | +114.7% | -22.2% | +136.9% | +131.5% |
| All | +851.0% | +14.9% | +836.1% | +783.1% |
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