+2,487.2%
ED vs DOC
+2,934.4%
-447.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.3% |
| 7D | +5.4% | +8.7% | -3.3% | +3.5% |
| 30D | +16.4% | +7.6% | +8.7% | +14.5% |
| 3M | +11.9% | -5.3% | +17.1% | +13.1% |
| 6M | +11.6% | +27.6% | -16.0% | +5.2% |
| YTD | +24.1% | +32.4% | -8.3% | +15.8% |
| 1Y | +26.9% | +22.9% | +4.0% | +20.3% |
| 3Y | +47.9% | +43.1% | +4.8% | +34.5% |
| 5Y | +87.5% | -21.4% | +108.8% | +92.3% |
| 10Y | +133.2% | +16.8% | +116.4% | +115.8% |
| All | +2,487.2% | +2,934.4% | -447.2% | +1,294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling