+2,725.2%
EQT vs DOC
+2,947.9%
-222.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -10.5% | +6.5% | -17.0% | -12.3% |
| 30D | -5.3% | +9.2% | -14.4% | -8.0% |
| 3M | -4.0% | -2.5% | -1.5% | -3.6% |
| 6M | -13.3% | +7.1% | -20.4% | -15.8% |
| YTD | -6.7% | +33.0% | -39.7% | -16.4% |
| 1Y | -11.2% | +23.3% | -34.4% | -18.5% |
| 3Y | +21.6% | +44.9% | -23.3% | +4.3% |
| 5Y | +158.6% | -21.6% | +180.2% | +168.9% |
| 10Y | +57.4% | +17.4% | +40.1% | +34.4% |
| All | +2,725.2% | +2,947.9% | -222.7% | +1,466.8% |
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