+22.6%
DOC vs BR
-29.1%
+51.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.5% |
| 7D | -1.5% | -5.3% | +3.8% | -1.1% |
| 30D | -4.8% | +6.4% | -11.2% | -5.2% |
| 3M | +6.9% | +13.6% | -6.8% | +5.6% |
| 6M | +20.7% | -6.7% | +27.4% | +21.2% |
| YTD | +34.1% | -21.1% | +55.2% | +38.4% |
| 1Y | +22.6% | -29.6% | +52.2% | +29.8% |
| All | +22.6% | -29.1% | +51.7% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling