+152.5%
EXC vs DOC
-2.1%
+154.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | -3.7% | -4.8% | +1.0% | -1.8% |
| 3M | -1.3% | +6.9% | -8.2% | -4.3% |
| 6M | -9.7% | +20.7% | -30.5% | -18.0% |
| YTD | +2.9% | +34.1% | -31.3% | -11.4% |
| 1Y | +4.4% | +22.6% | -18.3% | -6.7% |
| 3Y | +22.2% | +20.8% | +1.4% | +7.0% |
| 5Y | +46.7% | -24.9% | +71.6% | +61.0% |
| All | +152.5% | -2.1% | +154.6% | +141.8% |
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