+22.9%
DOC vs ALC
+4.2%
+18.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +3.2% |
| 7D | +8.7% | +10.7% | -2.0% | +8.9% |
| 30D | +7.6% | +20.2% | -12.5% | +8.4% |
| 3M | -5.3% | +8.9% | -14.2% | -5.5% |
| 6M | +27.6% | +5.7% | +21.9% | +24.1% |
| YTD | +32.4% | -1.4% | +33.8% | +31.6% |
| 1Y | +22.9% | +4.7% | +18.1% | +21.2% |
| All | +22.9% | +4.2% | +18.7% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling