+34.5%
D vs DOC
-2.1%
+36.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +1.5% | -1.5% | +2.9% | +2.1% |
| 30D | -2.6% | -4.8% | +2.2% | -0.7% |
| 3M | 0.0% | +6.9% | -6.9% | -2.9% |
| 6M | +7.4% | +20.7% | -13.4% | -1.9% |
| YTD | +15.9% | +34.1% | -18.3% | +0.8% |
| 1Y | +18.1% | +22.6% | -4.5% | +6.5% |
| 3Y | +58.4% | +20.8% | +37.6% | +41.3% |
| 5Y | +5.2% | -24.9% | +30.1% | +13.7% |
| All | +34.5% | -2.1% | +36.6% | +28.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling