+2,105.4%
FIX vs DOC
-24.5%
+2,130.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +6.0% | -1.5% | +7.5% | +6.4% |
| 30D | -7.2% | -4.8% | -2.5% | -6.1% |
| 3M | -15.9% | +6.9% | -22.7% | -18.0% |
| 6M | +12.7% | +20.7% | -8.0% | +5.4% |
| YTD | +72.8% | +34.1% | +38.6% | +55.6% |
| 1Y | +122.9% | +22.6% | +100.2% | +106.4% |
| 3Y | +774.3% | +20.8% | +753.5% | +701.4% |
| All | +2,105.4% | -24.5% | +2,130.0% | +2,447.4% |
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