-23.6%
DOC vs ALM
+951.0%
-974.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -1.5% | -2.6% | +1.1% | -1.4% |
| 30D | -4.8% | +32.0% | -36.8% | -5.6% |
| 3M | +6.9% | -15.0% | +21.9% | +7.1% |
| 6M | +20.7% | -10.1% | +30.9% | +20.4% |
| YTD | +34.1% | +99.4% | -65.3% | +30.6% |
| 1Y | +22.6% | +316.4% | -293.7% | +16.1% |
| 3Y | +20.8% | +2,022.0% | -2,001.2% | +2.9% |
| All | -23.6% | +951.0% | -974.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling