+62.8%
DOCS vs DOC
+43.5%
+19.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.2% |
| 7D | +1.2% | +8.7% | -7.5% | -1.9% |
| 30D | +21.3% | +7.6% | +13.7% | +17.9% |
| 3M | +58.4% | -5.3% | +63.6% | +61.6% |
| 6M | +39.3% | +27.6% | +11.7% | +26.0% |
| YTD | -21.7% | +32.4% | -54.1% | -30.9% |
| 1Y | -47.3% | +22.9% | -70.2% | -51.8% |
| All | +62.8% | +43.5% | +19.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling