-23.6%
DOC vs BG
+76.3%
-100.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | -4.8% | +12.0% | -16.8% | -6.5% |
| 3M | +6.9% | -7.7% | +14.6% | +8.1% |
| 6M | +20.7% | +4.5% | +16.3% | +18.8% |
| YTD | +34.1% | +35.7% | -1.5% | +24.9% |
| 1Y | +22.6% | +50.1% | -27.4% | +11.7% |
| 3Y | +20.8% | +12.6% | +8.2% | +14.9% |
| All | -23.6% | +76.3% | -100.0% | -33.6% |
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 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