+69.7%
DD vs DOC
-2.1%
+71.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | -10.3% | -4.8% | -5.6% | -8.6% |
| 3M | -7.5% | +6.9% | -14.4% | -10.4% |
| 6M | -8.0% | +20.7% | -28.8% | -16.1% |
| YTD | +10.5% | +34.1% | -23.7% | -4.0% |
| 1Y | +38.3% | +22.6% | +15.6% | +24.6% |
| 3Y | +42.5% | +20.8% | +21.7% | +27.7% |
| 5Y | +60.2% | -24.9% | +85.0% | +73.8% |
| All | +69.7% | -2.1% | +71.8% | +56.2% |
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 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