-4.4%
DOC vs USFR
+28.0%
-32.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | +0.1% | -1.5% | -1.5% |
| 30D | -4.8% | +0.3% | -5.1% | -4.9% |
| 3M | +6.9% | +1.0% | +5.9% | +6.3% |
| 6M | +20.7% | +1.9% | +18.8% | +19.5% |
| YTD | +34.1% | +2.6% | +31.5% | +32.3% |
| 1Y | +22.6% | +4.0% | +18.6% | +19.9% |
| 3Y | +20.8% | +14.1% | +6.7% | +12.9% |
| 5Y | -24.9% | +20.4% | -45.3% | -31.9% |
| All | -4.4% | +28.0% | -32.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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