+15.8%
D vs DOC
-22.8%
+38.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.3% |
| 7D | +8.5% | +8.7% | -0.2% | +5.3% |
| 30D | +14.3% | +7.6% | +6.7% | +11.3% |
| 3M | +1.8% | -5.3% | +7.0% | +3.6% |
| 6M | +13.0% | +27.6% | -14.6% | +2.0% |
| YTD | +22.7% | +32.4% | -9.7% | +8.3% |
| 1Y | +22.6% | +22.9% | -0.3% | +11.6% |
| 3Y | +84.2% | +43.1% | +41.1% | +53.2% |
| 5Y | +15.8% | -21.4% | +37.2% | +23.1% |
| All | +15.8% | -22.8% | +38.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling