+2,207.4%
ED vs DOC
+2,974.4%
-767.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | -0.1% | -4.8% | +4.6% | +0.9% |
| 3M | +3.9% | +6.9% | -3.0% | +2.4% |
| 6M | -3.0% | +20.7% | -23.8% | -7.5% |
| YTD | +10.7% | +34.1% | -23.5% | +3.1% |
| 1Y | +13.3% | +22.6% | -9.3% | +7.4% |
| 3Y | +34.5% | +20.8% | +13.7% | +26.7% |
| 5Y | +67.1% | -24.9% | +92.0% | +73.1% |
| 10Y | +103.0% | -1.8% | +104.9% | +93.5% |
| All | +2,207.4% | +2,974.4% | -767.0% | +1,141.1% |
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