-21.4%
DOC vs BR
+21.7%
-43.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.9% |
| 7D | +8.7% | +7.0% | +1.8% | +6.0% |
| 30D | +7.6% | +19.0% | -11.4% | +0.7% |
| 3M | -5.3% | +13.1% | -18.4% | -9.9% |
| 6M | +27.6% | +24.6% | +3.0% | +16.0% |
| YTD | +32.4% | -13.6% | +46.0% | +41.2% |
| 1Y | +22.9% | -13.1% | +36.0% | +30.5% |
| 3Y | +43.1% | +12.8% | +30.3% | +30.7% |
| 5Y | -21.4% | +20.9% | -42.3% | -34.6% |
| All | -21.4% | +21.7% | -43.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling