-24.8%
DOW vs DOC
-22.8%
-2.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.2% |
| 7D | -4.2% | +8.7% | -12.9% | -6.9% |
| 30D | +14.7% | +7.6% | +7.1% | +11.8% |
| 3M | +9.1% | -5.3% | +14.3% | +10.6% |
| 6M | -17.7% | +27.6% | -45.3% | -26.4% |
| YTD | +44.6% | +32.4% | +12.2% | +25.5% |
| 1Y | +51.9% | +22.9% | +29.0% | +36.8% |
| 3Y | -21.8% | +43.1% | -64.9% | -34.8% |
| 5Y | -24.8% | -21.4% | -3.4% | -20.3% |
| All | -24.8% | -22.8% | -2.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling