+74.4%
DE vs DOC
+20.8%
+53.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +10.0% | -1.5% | +11.5% | +10.5% |
| 30D | +13.3% | -4.8% | +18.1% | +14.9% |
| 3M | +17.5% | +6.9% | +10.6% | +15.1% |
| 6M | +13.6% | +20.7% | -7.2% | +7.0% |
| YTD | +49.8% | +34.1% | +15.6% | +35.9% |
| 1Y | +47.9% | +22.6% | +25.2% | +37.9% |
| All | +74.4% | +20.8% | +53.6% | +67.2% |
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 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