+244.2%
FITB vs DOC
+15.7%
+228.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -1.5% | +6.5% | -8.0% | -5.0% |
| 30D | +5.8% | +9.2% | -3.3% | +0.6% |
| 3M | -6.1% | -2.5% | -3.6% | -5.2% |
| 6M | +5.9% | +7.1% | -1.1% | +1.3% |
| YTD | +16.1% | +33.0% | -16.9% | -3.9% |
| 1Y | +28.8% | +23.3% | +5.6% | +11.3% |
| 3Y | +126.0% | +44.9% | +81.1% | +72.8% |
| 5Y | +45.3% | -21.6% | +66.9% | +59.0% |
| All | +244.2% | +15.7% | +228.5% | +214.3% |
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