+182.0%
EXC vs DOC
+19.9%
+162.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.3% |
| 7D | +3.3% | +8.7% | -5.4% | -0.4% |
| 30D | +13.3% | +7.6% | +5.6% | +9.7% |
| 3M | +1.8% | -5.3% | +7.1% | +4.0% |
| 6M | +1.1% | +27.6% | -26.5% | -10.4% |
| YTD | +9.0% | +32.4% | -23.4% | -5.7% |
| 1Y | +3.4% | +22.9% | -19.5% | -7.6% |
| 3Y | +27.7% | +43.1% | -15.4% | +2.8% |
| 5Y | +43.1% | -21.4% | +64.5% | +53.2% |
| 10Y | +182.0% | +16.8% | +165.1% | +134.2% |
| All | +182.0% | +19.9% | +162.1% | +134.2% |
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