-21.4%
DOC vs ALC
-8.3%
-13.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +1.1% |
| 7D | +8.7% | +10.7% | -2.0% | +5.4% |
| 30D | +7.6% | +20.2% | -12.5% | +1.8% |
| 3M | -5.3% | +8.9% | -14.2% | -7.9% |
| 6M | +27.6% | +5.7% | +21.9% | +23.7% |
| YTD | +32.4% | -1.4% | +33.8% | +31.5% |
| 1Y | +22.9% | +4.7% | +18.1% | +19.0% |
| 3Y | +43.1% | +5.2% | +37.9% | +35.3% |
| 5Y | -21.4% | -8.3% | -13.1% | -24.6% |
| All | -21.4% | -8.3% | -13.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling