+1,247.8%
ES vs DOC
+2,934.4%
-1,686.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | +5.3% | +8.7% | -3.4% | +3.1% |
| 30D | +8.9% | +7.6% | +1.3% | +6.9% |
| 3M | -1.9% | -5.3% | +3.3% | -0.7% |
| 6M | +3.9% | +27.6% | -23.7% | -3.1% |
| YTD | +8.3% | +32.4% | -24.1% | -0.1% |
| 1Y | -0.1% | +22.9% | -23.0% | -6.1% |
| 3Y | +46.0% | +43.1% | +2.9% | +31.4% |
| 5Y | +3.1% | -21.4% | +24.5% | +7.0% |
| 10Y | +88.4% | +16.8% | +71.6% | +74.6% |
| All | +1,247.8% | +2,934.4% | -1,686.6% | +751.6% |
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 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