+47.4%
DD vs DOC
+20.8%
+26.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -10.3% | -4.8% | -5.6% | -8.7% |
| 3M | -7.5% | +6.9% | -14.4% | -10.1% |
| 6M | -8.0% | +20.7% | -28.8% | -15.2% |
| YTD | +10.5% | +34.1% | -23.7% | -3.1% |
| 1Y | +38.3% | +22.6% | +15.6% | +25.8% |
| All | +47.4% | +20.8% | +26.6% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling