+22.9%
DOC vs ALM
+44.8%
-22.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.1% |
| 7D | +8.7% | -6.4% | +15.1% | +8.9% |
| 30D | +7.6% | -35.0% | +42.6% | +9.1% |
| 3M | -5.3% | -33.8% | +28.5% | -4.1% |
| 6M | +27.6% | -55.0% | +82.6% | +30.5% |
| YTD | +32.4% | -0.2% | +32.6% | +36.1% |
| 1Y | +22.9% | +41.8% | -18.9% | +26.3% |
| All | +22.9% | +44.8% | -22.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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