+99.2%
DE vs DOC
-24.5%
+123.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +10.0% | -1.5% | +11.5% | +10.6% |
| 30D | +13.3% | -4.8% | +18.1% | +15.2% |
| 3M | +17.5% | +6.9% | +10.6% | +14.7% |
| 6M | +13.6% | +20.7% | -7.2% | +5.6% |
| YTD | +49.8% | +34.1% | +15.6% | +33.6% |
| 1Y | +47.9% | +22.6% | +25.2% | +36.0% |
| 3Y | +72.5% | +20.8% | +51.7% | +58.8% |
| All | +99.2% | -24.5% | +123.8% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling