+87.0%
F vs DOC
+19.9%
+67.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.4% |
| 7D | +6.0% | +8.7% | -2.7% | +1.9% |
| 30D | +4.3% | +7.6% | -3.4% | +0.6% |
| 3M | -10.1% | -5.3% | -4.8% | -8.0% |
| 6M | +12.8% | +27.6% | -14.8% | -1.4% |
| YTD | -0.1% | +32.4% | -32.5% | -14.7% |
| 1Y | +3.7% | +22.9% | -19.2% | -8.2% |
| 3Y | +42.7% | +43.1% | -0.4% | +14.9% |
| 5Y | -11.0% | -21.4% | +10.4% | -4.0% |
| 10Y | +87.0% | +16.8% | +70.2% | +72.8% |
| All | +87.0% | +19.9% | +67.2% | +72.8% |
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