+1,458.7%
DIS vs DOC
+2,974.4%
-1,515.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -2.6% | -1.5% | -1.1% | -2.1% |
| 30D | +3.5% | -4.8% | +8.3% | +5.1% |
| 3M | +6.8% | +6.9% | -0.1% | +4.3% |
| 6M | +3.0% | +20.7% | -17.8% | -3.8% |
| YTD | -6.7% | +34.1% | -40.9% | -15.9% |
| 1Y | -10.1% | +22.6% | -32.7% | -16.7% |
| 3Y | +33.0% | +20.8% | +12.2% | +21.4% |
| 5Y | -40.0% | -24.9% | -15.1% | -36.3% |
| 10Y | +21.1% | -1.8% | +22.9% | +11.8% |
| All | +1,458.7% | +2,974.4% | -1,515.7% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling