-0.8%
DOC vs ALM
+3,805.1%
-3,805.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +3.1% |
| 7D | +8.7% | -6.4% | +15.1% | +8.8% |
| 30D | +7.6% | -35.0% | +42.6% | +7.8% |
| 3M | -5.3% | -33.8% | +28.5% | -5.1% |
| 6M | +27.6% | -55.0% | +82.6% | +27.9% |
| YTD | +32.4% | -0.2% | +32.6% | +32.2% |
| 1Y | +22.9% | +41.8% | -18.9% | +22.5% |
| 3Y | +43.1% | +864.6% | -821.5% | +41.2% |
| 5Y | -21.4% | +443.3% | -464.7% | -22.4% |
| 10Y | +16.8% | +2,253.4% | -2,236.6% | +14.4% |
| All | -0.8% | +3,805.1% | -3,805.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling