-0.8%
DOC vs ALC
+24.0%
-24.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | -4.8% | -0.1% | -4.7% | -4.9% |
| 3M | +6.9% | +5.9% | +1.0% | +4.2% |
| 6M | +20.7% | -15.9% | +36.7% | +27.9% |
| YTD | +34.1% | -10.1% | +44.3% | +37.7% |
| 1Y | +22.6% | -10.2% | +32.9% | +25.5% |
| 3Y | +20.8% | -13.6% | +34.4% | +22.9% |
| 5Y | -24.9% | -15.1% | -9.7% | -24.7% |
| All | -0.8% | +24.0% | -24.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling