-21.4%
DOC vs BG
+21.0%
-42.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.8% |
| 7D | +8.7% | -3.8% | +12.5% | +9.3% |
| 30D | +7.6% | -9.6% | +17.2% | +9.2% |
| 3M | -5.3% | -8.5% | +3.3% | -4.3% |
| 6M | +27.6% | -23.0% | +50.6% | +32.1% |
| YTD | +32.4% | +10.9% | +21.5% | +26.8% |
| 1Y | +22.9% | +6.0% | +16.9% | +18.7% |
| 3Y | +43.1% | -0.2% | +43.3% | +37.8% |
| 5Y | -21.4% | +19.9% | -41.2% | -30.7% |
| All | -21.4% | +21.0% | -42.4% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling