+14,001.9%
DE vs DOC
+2,926.9%
+11,075.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +6.2% | -5.7% | -1.7% |
| 30D | -2.9% | +6.5% | -9.3% | -5.1% |
| 3M | +8.6% | -6.2% | +14.9% | +11.0% |
| 6M | +15.8% | +25.6% | -9.8% | +5.5% |
| YTD | +43.6% | +32.1% | +11.5% | +27.9% |
| 1Y | +41.6% | +20.3% | +21.3% | +30.3% |
| 3Y | +80.7% | +42.7% | +37.9% | +53.8% |
| 5Y | +99.3% | -22.2% | +121.5% | +109.3% |
| 10Y | +777.0% | +16.5% | +760.4% | +647.2% |
| All | +14,001.9% | +2,926.9% | +11,075.0% | +4,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling