+13.7%
DOC vs BG
+89.1%
-75.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +6.2% | +2.6% | +3.6% | +5.5% |
| 30D | +6.5% | -8.2% | +14.7% | +8.7% |
| 3M | -6.2% | -7.0% | +0.8% | -4.9% |
| 6M | +25.6% | -23.5% | +49.1% | +33.6% |
| YTD | +32.1% | +12.6% | +19.4% | +24.5% |
| 1Y | +20.3% | +5.8% | +14.5% | +15.5% |
| 3Y | +42.7% | +1.4% | +41.4% | +36.0% |
| 5Y | -22.2% | +21.3% | -43.4% | -32.4% |
| All | +13.7% | +89.1% | -75.4% | -28.6% |
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