+60.9%
DIA vs DOC
-22.8%
+83.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.3% |
| 7D | +1.6% | +8.7% | -7.1% | -0.6% |
| 30D | +4.1% | +7.6% | -3.5% | +2.1% |
| 3M | -1.0% | -5.3% | +4.2% | +0.2% |
| 6M | +9.7% | +27.6% | -18.0% | +1.8% |
| YTD | +12.2% | +32.4% | -20.2% | +2.6% |
| 1Y | +14.9% | +22.9% | -8.0% | +7.4% |
| 3Y | +64.2% | +43.1% | +21.1% | +43.5% |
| 5Y | +60.9% | -21.4% | +82.2% | +76.1% |
| All | +60.9% | -22.8% | +83.7% | +76.1% |
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