+246.8%
FITB vs DOC
+14.9%
+231.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.8% | +6.2% | -8.0% | -5.1% |
| 30D | +4.8% | +6.5% | -1.7% | +1.0% |
| 3M | -6.4% | -6.2% | -0.2% | -3.4% |
| 6M | +7.9% | +25.6% | -17.7% | -6.9% |
| YTD | +17.0% | +32.1% | -15.1% | -2.8% |
| 1Y | +29.9% | +20.3% | +9.6% | +13.8% |
| 3Y | +124.8% | +42.7% | +82.1% | +73.5% |
| 5Y | +46.4% | -22.2% | +68.6% | +60.8% |
| All | +246.8% | +14.9% | +231.9% | +218.0% |
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