+20.7%
DOC vs ALC
-15.6%
+36.3%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -2.3% |
| 7D | -1.5% | -2.1% | +0.6% | -2.0% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +6.9% | +5.9% | +1.0% | +8.6% |
| 6M | +20.7% | -15.9% | +36.7% | +21.0% |
| All | +20.7% | -15.6% | +36.3% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling