+778.6%
DE vs DOC
+15.7%
+762.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -0.6% | +6.5% | -7.0% | -2.8% |
| 30D | +2.3% | +9.2% | -6.9% | -1.0% |
| 3M | +9.5% | -2.5% | +12.0% | +10.3% |
| 6M | +14.1% | +7.1% | +7.0% | +11.0% |
| YTD | +45.4% | +33.0% | +12.4% | +29.6% |
| 1Y | +42.9% | +23.3% | +19.6% | +30.8% |
| 3Y | +84.8% | +44.9% | +39.9% | +57.1% |
| 5Y | +101.8% | -21.6% | +123.4% | +112.3% |
| All | +778.6% | +15.7% | +762.9% | +706.3% |
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