+1,083.7%
FIX vs DOC
-22.8%
+1,106.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.1% | -18.2% | -15.8% |
| 7D | -18.9% | +8.7% | -27.6% | -20.7% |
| 30D | -36.3% | +7.6% | -43.9% | -37.6% |
| 3M | -38.5% | -5.3% | -33.3% | -37.8% |
| 6M | -42.3% | +27.6% | -69.9% | -47.1% |
| YTD | +17.1% | +32.4% | -15.3% | +5.5% |
| 1Y | +14.4% | +22.9% | -8.5% | +5.7% |
| 3Y | +486.7% | +43.1% | +443.6% | +390.3% |
| 5Y | +1,083.7% | -21.4% | +1,105.1% | +1,256.5% |
| All | +1,083.7% | -22.8% | +1,106.5% | +1,256.5% |
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