+132.9%
ED vs DOC
+14.9%
+118.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +5.2% | +6.2% | -1.1% | +3.1% |
| 30D | +15.5% | +6.5% | +9.1% | +13.1% |
| 3M | +13.0% | -6.2% | +19.3% | +15.3% |
| 6M | +13.1% | +25.6% | -12.5% | +3.7% |
| YTD | +25.3% | +32.1% | -6.8% | +12.4% |
| 1Y | +30.5% | +20.3% | +10.3% | +20.9% |
| 3Y | +49.3% | +42.7% | +6.6% | +27.4% |
| 5Y | +84.6% | -22.2% | +106.7% | +94.6% |
| All | +132.9% | +14.9% | +118.0% | +99.0% |
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