-2.1%
DOC vs ALC
+36.0%
-38.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +0.5% |
| 7D | +8.7% | +10.7% | -2.0% | +4.5% |
| 30D | +7.6% | +20.2% | -12.5% | +0.2% |
| 3M | -5.3% | +8.9% | -14.2% | -8.6% |
| 6M | +27.6% | +5.7% | +21.9% | +22.7% |
| YTD | +32.4% | -1.4% | +33.8% | +30.9% |
| 1Y | +22.9% | +4.7% | +18.1% | +17.9% |
| 3Y | +43.1% | +5.2% | +37.9% | +33.4% |
| 5Y | -21.4% | -8.3% | -13.1% | -23.4% |
| All | -2.1% | +36.0% | -38.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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