+2,271.9%
D vs DOC
+2,974.4%
-702.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -3.6% | -4.8% | +1.2% | -2.5% |
| 3M | -1.0% | +6.9% | -7.9% | -2.7% |
| 6M | +6.3% | +20.7% | -14.5% | +0.7% |
| YTD | +14.7% | +34.1% | -19.4% | +5.7% |
| 1Y | +16.9% | +22.6% | -5.7% | +10.0% |
| 3Y | +56.8% | +20.8% | +36.0% | +47.1% |
| 5Y | +5.2% | -24.9% | +30.1% | +9.8% |
| 10Y | +35.9% | -1.8% | +37.7% | +30.1% |
| All | +2,271.9% | +2,974.4% | -702.5% | +1,329.2% |
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