+46.0%
DIS vs DOC
+43.5%
+2.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.3% |
| 7D | +9.1% | +8.7% | +0.4% | +6.7% |
| 30D | +14.8% | +7.6% | +7.2% | +12.5% |
| 3M | +21.2% | -5.3% | +26.4% | +22.8% |
| 6M | +18.3% | +27.6% | -9.3% | +10.8% |
| YTD | +5.4% | +32.4% | -27.1% | -2.2% |
| 1Y | +8.3% | +22.9% | -14.6% | +2.0% |
| All | +46.0% | +43.5% | +2.5% | +41.5% |
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