+126.9%
DG vs DOC
+14.9%
+112.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | +6.1% | +6.2% | -0.1% | +4.8% |
| 30D | +11.9% | +6.5% | +5.5% | +10.6% |
| 3M | +9.3% | -6.2% | +15.5% | +10.6% |
| 6M | +19.1% | +25.6% | -6.5% | +13.5% |
| YTD | +5.9% | +32.1% | -26.1% | -0.2% |
| 1Y | +39.8% | +20.3% | +19.5% | +34.2% |
| 3Y | +23.4% | +42.7% | -19.4% | +12.9% |
| 5Y | -33.3% | -22.2% | -11.1% | -31.8% |
| All | +126.9% | +14.9% | +112.0% | +107.9% |
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 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