-37.4%
DOW vs DOC
-24.5%
-12.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | +0.4% | -4.8% | +5.1% | +1.9% |
| 3M | -14.4% | +6.9% | -21.3% | -16.8% |
| 6M | -7.0% | +20.7% | -27.7% | -14.8% |
| YTD | +30.2% | +34.1% | -3.9% | +13.0% |
| 1Y | +29.2% | +22.6% | +6.6% | +17.0% |
| 3Y | -36.7% | +20.8% | -57.5% | -42.7% |
| All | -37.4% | -24.5% | -12.9% | -34.5% |
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