+27.6%
DOC vs BG
-21.4%
+49.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +3.4% |
| 7D | +8.7% | -3.8% | +12.5% | +8.2% |
| 30D | +7.6% | -9.6% | +17.2% | +6.2% |
| 3M | -5.3% | -8.5% | +3.3% | -5.8% |
| 6M | +27.6% | -23.0% | +50.6% | +19.8% |
| All | +27.6% | -21.4% | +49.0% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling