+11.7%
DG vs DOC
+20.8%
-9.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +8.4% | -1.5% | +9.9% | +8.7% |
| 30D | +4.9% | -4.8% | +9.7% | +5.9% |
| 3M | +29.3% | +6.9% | +22.5% | +27.9% |
| 6M | -11.3% | +20.7% | -32.0% | -14.4% |
| YTD | +1.8% | +34.1% | -32.4% | -4.1% |
| 1Y | +25.3% | +22.6% | +2.7% | +20.3% |
| All | +11.7% | +20.8% | -9.1% | +5.2% |
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