-4.9%
DOW vs DOC
-0.2%
-4.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -9.5% | +6.5% | -16.0% | -12.2% |
| 30D | +13.1% | +9.2% | +3.9% | +8.4% |
| 3M | +4.8% | -2.5% | +7.3% | +5.5% |
| 6M | -16.7% | +7.1% | -23.7% | -20.4% |
| YTD | +38.9% | +33.0% | +5.9% | +15.9% |
| 1Y | +48.3% | +23.3% | +25.0% | +28.9% |
| 3Y | -24.4% | +44.9% | -69.3% | -40.6% |
| 5Y | -29.2% | -21.6% | -7.6% | -23.9% |
| All | -4.9% | -0.2% | -4.7% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling