+83.2%
ES vs DOC
-2.1%
+85.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | -2.0% | -4.8% | +2.8% | 0.0% |
| 3M | +1.7% | +6.9% | -5.2% | -1.4% |
| 6M | -3.5% | +20.7% | -24.3% | -12.1% |
| YTD | +7.9% | +34.1% | -26.2% | -6.5% |
| 1Y | +17.2% | +22.6% | -5.5% | +5.4% |
| 3Y | +29.3% | +20.8% | +8.5% | +15.3% |
| 5Y | -5.7% | -24.9% | +19.1% | +2.2% |
| All | +83.2% | -2.1% | +85.3% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling