-27.9%
DOW vs DOC
-22.1%
-5.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.9% | +6.2% | -11.1% | -6.8% |
| 30D | +13.6% | +6.5% | +7.1% | +11.1% |
| 3M | +9.0% | -6.2% | +15.3% | +11.0% |
| 6M | -19.9% | +25.6% | -45.5% | -27.9% |
| YTD | +41.4% | +32.1% | +9.4% | +22.8% |
| 1Y | +47.4% | +20.3% | +27.1% | +34.0% |
| 3Y | -23.6% | +42.7% | -66.3% | -36.2% |
| 5Y | -27.9% | -22.2% | -5.7% | -23.3% |
| All | -27.9% | -22.1% | -5.8% | -23.3% |
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