+164.1%
EQT vs DOC
-22.3%
+186.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -3.5% | +6.6% | -10.1% | -5.6% |
| 3M | -2.8% | -1.1% | -1.7% | -2.8% |
| 6M | -5.5% | +4.8% | -10.4% | -7.9% |
| YTD | -1.1% | +32.1% | -33.2% | -12.9% |
| 1Y | -12.9% | +21.9% | -34.8% | -20.6% |
| 3Y | +39.5% | +51.4% | -11.9% | +9.0% |
| 5Y | +164.1% | -21.2% | +185.2% | +220.4% |
| All | +164.1% | -22.3% | +186.4% | +220.4% |
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