+291.7%
FITB vs DOC
-2.1%
+293.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | +0.6% | -1.5% | +2.1% | +1.4% |
| 30D | -4.7% | -4.8% | 0.0% | -2.3% |
| 3M | +6.7% | +6.9% | -0.2% | +2.4% |
| 6M | +12.6% | +20.7% | -8.2% | -0.5% |
| YTD | +19.1% | +34.1% | -15.0% | -1.4% |
| 1Y | +22.6% | +22.6% | 0.0% | +6.4% |
| 3Y | +127.1% | +20.8% | +106.3% | +94.8% |
| 5Y | +71.8% | -24.9% | +96.7% | +92.6% |
| All | +291.7% | -2.1% | +293.7% | +256.0% |
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