+241.6%
DIA vs DOC
+14.9%
+226.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.6% | +6.2% | -7.8% | -3.5% |
| 30D | 0.0% | +6.5% | -6.5% | -2.1% |
| 3M | -4.9% | -6.2% | +1.3% | -3.2% |
| 6M | +5.0% | +25.6% | -20.5% | -3.4% |
| YTD | +8.2% | +32.1% | -23.9% | -2.5% |
| 1Y | +10.3% | +20.3% | -10.0% | +2.4% |
| 3Y | +58.4% | +42.7% | +15.6% | +36.0% |
| 5Y | +54.3% | -22.2% | +76.5% | +62.4% |
| All | +241.6% | +14.9% | +226.7% | +211.8% |
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 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