+231.1%
EW vs DOC
+14.9%
+216.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +6.8% | +6.2% | +0.5% | +4.9% |
| 30D | +16.6% | +6.5% | +10.1% | +14.5% |
| 3M | +13.3% | -6.2% | +19.6% | +15.2% |
| 6M | +21.6% | +25.6% | -4.0% | +12.8% |
| YTD | +18.3% | +32.1% | -13.8% | +7.9% |
| 1Y | +21.7% | +20.3% | +1.4% | +14.1% |
| 3Y | +50.3% | +42.7% | +7.6% | +30.8% |
| 5Y | -15.0% | -22.2% | +7.1% | -10.8% |
| All | +231.1% | +14.9% | +216.2% | +209.3% |
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