+14.5%
DOC vs BR
+250.0%
-235.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | +6.5% | +6.5% | 0.0% | +3.6% |
| 30D | +9.2% | +18.9% | -9.7% | +1.2% |
| 3M | -2.5% | +16.3% | -18.8% | -9.0% |
| 6M | +7.1% | +26.2% | -19.1% | -4.5% |
| YTD | +33.0% | -13.1% | +46.1% | +40.0% |
| 1Y | +23.3% | -10.5% | +33.7% | +27.8% |
| 3Y | +44.9% | +13.3% | +31.6% | +32.1% |
| 5Y | -21.6% | +19.9% | -41.5% | -31.8% |
| All | +14.5% | +250.0% | -235.6% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling