+13.6%
DOC vs USFR
+28.5%
-14.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.7% | +0.1% | +8.6% | +8.8% |
| 30D | +7.6% | +0.4% | +7.3% | +7.7% |
| 3M | -5.3% | +1.1% | -6.3% | -5.0% |
| 6M | +27.6% | +2.0% | +25.6% | +28.3% |
| YTD | +32.4% | +3.4% | +29.0% | +33.5% |
| 1Y | +22.9% | +4.1% | +18.8% | +24.1% |
| 3Y | +43.1% | +14.4% | +28.7% | +48.3% |
| 5Y | -21.4% | +21.3% | -42.7% | -17.2% |
| 10Y | +16.8% | +28.4% | -11.6% | +26.3% |
| All | +13.6% | +28.5% | -14.9% | +23.7% |
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