+2,795.0%
EQT vs DOC
+2,926.9%
-131.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -6.9% | +6.2% | -13.1% | -8.7% |
| 30D | -3.2% | +6.5% | -9.7% | -5.3% |
| 3M | -0.9% | -6.2% | +5.4% | +0.7% |
| 6M | -13.0% | +25.6% | -38.6% | -20.2% |
| YTD | -4.4% | +32.1% | -36.5% | -14.1% |
| 1Y | -8.5% | +20.3% | -28.8% | -15.4% |
| 3Y | +18.4% | +42.7% | -24.3% | +2.1% |
| 5Y | +165.0% | -22.2% | +187.1% | +176.1% |
| 10Y | +61.3% | +16.5% | +44.8% | +38.0% |
| All | +2,795.0% | +2,926.9% | -131.9% | +1,509.1% |
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