+15.1%
DOC vs USFR
+27.5%
-12.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +6.9% | +1.0% | +5.9% | +7.2% |
| 6M | +20.7% | +1.9% | +18.8% | +21.3% |
| YTD | +34.1% | +2.6% | +31.5% | +35.0% |
| 1Y | +22.6% | +4.0% | +18.6% | +23.9% |
| 3Y | +20.8% | +14.1% | +6.7% | +25.2% |
| 5Y | -24.9% | +20.4% | -45.3% | -21.0% |
| 10Y | -1.8% | +28.0% | -29.8% | +6.2% |
| All | +15.1% | +27.5% | -12.5% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling