+3.9%
ES vs DOC
+27.8%
-24.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.5% |
| 7D | +5.3% | +8.7% | -3.4% | +3.7% |
| 30D | +8.9% | +7.6% | +1.3% | +7.4% |
| 3M | -1.9% | -5.3% | +3.3% | -1.6% |
| 6M | +3.9% | +27.6% | -23.7% | +3.1% |
| All | +3.9% | +27.8% | -24.0% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling