+78.7%
DOC vs BR
+1,321.0%
-1,242.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.1% |
| 7D | -1.5% | -5.3% | +3.8% | +1.3% |
| 30D | -4.8% | +6.4% | -11.2% | -8.0% |
| 3M | +6.9% | +13.6% | -6.8% | -0.9% |
| 6M | +20.7% | -6.7% | +27.4% | +23.1% |
| YTD | +34.1% | -21.1% | +55.2% | +48.5% |
| 1Y | +22.6% | -29.6% | +52.2% | +44.1% |
| 3Y | +20.8% | -2.4% | +23.2% | +17.5% |
| 5Y | -24.9% | +11.2% | -36.1% | -33.5% |
| 10Y | -1.8% | +191.8% | -193.6% | -51.7% |
| All | +78.7% | +1,321.0% | -1,242.3% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling