+16.8%
DOC vs FIVE
+615.3%
-598.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.6% | +1.8% |
| 7D | +8.7% | +7.5% | +1.3% | +7.2% |
| 30D | +7.6% | +16.7% | -9.1% | +4.4% |
| 3M | -5.3% | +13.4% | -18.6% | -7.9% |
| 6M | +27.6% | +9.0% | +18.6% | +24.3% |
| YTD | +32.4% | +33.8% | -1.4% | +23.3% |
| 1Y | +22.9% | +61.2% | -38.3% | +10.1% |
| 3Y | +43.1% | +42.1% | +1.0% | +26.0% |
| 5Y | -21.4% | +21.4% | -42.8% | -30.6% |
| 10Y | +16.8% | +609.1% | -592.3% | -28.8% |
| All | +16.8% | +615.3% | -598.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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