+53.9%
F vs DOC
-24.5%
+78.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.4% |
| 7D | +5.3% | -1.5% | +6.8% | +6.1% |
| 30D | +4.6% | -4.8% | +9.4% | +7.1% |
| 3M | -3.7% | +6.9% | -10.5% | -7.4% |
| 6M | +16.8% | +20.7% | -3.9% | +3.8% |
| YTD | +15.3% | +34.1% | -18.9% | -4.2% |
| 1Y | +31.0% | +22.6% | +8.4% | +14.5% |
| 3Y | +45.4% | +20.8% | +24.6% | +25.5% |
| All | +53.9% | -24.5% | +78.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling