-22.2%
DOC vs BR
+23.4%
-45.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.7% | -1.2% |
| 7D | +6.2% | +8.9% | -2.6% | +2.8% |
| 30D | +6.5% | +22.2% | -15.8% | -1.4% |
| 3M | -6.2% | +19.4% | -25.6% | -12.7% |
| 6M | +25.6% | +29.1% | -3.5% | +12.6% |
| YTD | +32.1% | -11.5% | +43.6% | +39.5% |
| 1Y | +20.3% | -9.3% | +29.5% | +25.4% |
| 3Y | +42.7% | +15.6% | +27.2% | +29.1% |
| 5Y | -22.2% | +22.1% | -44.3% | -35.5% |
| All | -22.2% | +23.4% | -45.5% | -35.5% |
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