+48.1%
EW vs DOC
+43.5%
+4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.9% |
| 7D | +8.3% | +8.7% | -0.5% | +6.8% |
| 30D | +13.9% | +7.6% | +6.3% | +12.5% |
| 3M | +10.9% | -5.3% | +16.2% | +11.7% |
| 6M | +19.2% | +27.6% | -8.4% | +14.0% |
| YTD | +16.6% | +32.4% | -15.8% | +10.7% |
| 1Y | +18.1% | +22.9% | -4.8% | +13.6% |
| All | +48.1% | +43.5% | +4.6% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling