-4.4%
DOC vs BG
+150.4%
-154.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.2% |
| 30D | -4.8% | +12.0% | -16.8% | -7.8% |
| 3M | +6.9% | -7.7% | +14.6% | +8.8% |
| 6M | +20.7% | +4.5% | +16.3% | +17.8% |
| YTD | +34.1% | +35.7% | -1.5% | +21.0% |
| 1Y | +22.6% | +50.1% | -27.4% | +7.0% |
| 3Y | +20.8% | +12.6% | +8.2% | +12.8% |
| 5Y | -24.9% | +75.4% | -100.3% | -41.4% |
| All | -4.4% | +150.4% | -154.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling