+3,932.4%
FIX vs DOC
+19.9%
+3,912.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.1% | -18.2% | -16.3% |
| 7D | -18.9% | +8.7% | -27.6% | -21.9% |
| 30D | -36.3% | +7.6% | -43.9% | -38.6% |
| 3M | -38.5% | -5.3% | -33.3% | -37.7% |
| 6M | -42.3% | +27.6% | -69.9% | -49.4% |
| YTD | +17.1% | +32.4% | -15.3% | +0.4% |
| 1Y | +14.4% | +22.9% | -8.5% | +1.4% |
| 3Y | +486.7% | +43.1% | +443.6% | +364.0% |
| 5Y | +1,083.7% | -21.4% | +1,105.1% | +1,159.3% |
| 10Y | +3,932.4% | +16.8% | +3,915.6% | +3,509.3% |
| All | +3,932.4% | +19.9% | +3,912.6% | +3,509.3% |
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