+43.8%
D vs DOC
+14.9%
+28.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +6.9% | +6.2% | +0.7% | +4.4% |
| 30D | +12.3% | +6.5% | +5.9% | +9.5% |
| 3M | +3.0% | -6.2% | +9.3% | +5.6% |
| 6M | +12.8% | +25.6% | -12.8% | +1.4% |
| YTD | +22.6% | +32.1% | -9.5% | +7.2% |
| 1Y | +21.7% | +20.3% | +1.4% | +10.7% |
| 3Y | +83.9% | +42.7% | +41.2% | +52.6% |
| 5Y | +14.0% | -22.2% | +36.1% | +21.3% |
| All | +43.8% | +14.9% | +28.8% | +23.8% |
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 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