+95.6%
F vs DOC
-2.1%
+97.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +5.3% | -1.5% | +6.8% | +6.1% |
| 30D | +4.6% | -4.8% | +9.4% | +6.9% |
| 3M | -3.7% | +6.9% | -10.5% | -7.0% |
| 6M | +16.8% | +20.7% | -3.9% | +5.1% |
| YTD | +15.3% | +34.1% | -18.9% | -2.0% |
| 1Y | +31.0% | +22.6% | +8.4% | +16.2% |
| 3Y | +45.4% | +20.8% | +24.6% | +27.6% |
| 5Y | +54.7% | -24.9% | +79.5% | +70.2% |
| All | +95.6% | -2.1% | +97.6% | +88.8% |
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