+177.5%
EXC vs DOC
+14.9%
+162.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.4% | +6.2% | -4.9% | -1.3% |
| 30D | +11.6% | +6.5% | +5.2% | +8.6% |
| 3M | +2.7% | -6.2% | +8.9% | +5.3% |
| 6M | +2.7% | +25.6% | -22.9% | -8.3% |
| YTD | +9.7% | +32.1% | -22.4% | -5.0% |
| 1Y | +4.5% | +20.3% | -15.8% | -5.6% |
| 3Y | +28.5% | +42.7% | -14.3% | +3.6% |
| 5Y | +43.9% | -22.2% | +66.1% | +54.8% |
| All | +177.5% | +14.9% | +162.6% | +135.5% |
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