+12,471.5%
FIX vs DOC
+693.5%
+11,778.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +6.0% | -1.5% | +7.5% | +6.6% |
| 30D | -7.2% | -4.8% | -2.5% | -5.6% |
| 3M | -15.9% | +6.9% | -22.7% | -18.6% |
| 6M | +12.7% | +20.7% | -8.0% | +3.2% |
| YTD | +72.8% | +34.1% | +38.6% | +51.2% |
| 1Y | +122.9% | +22.6% | +100.2% | +101.5% |
| 3Y | +774.3% | +20.8% | +753.5% | +673.3% |
| 5Y | +2,049.5% | -24.9% | +2,074.3% | +2,183.7% |
| 10Y | +5,821.5% | -1.8% | +5,823.3% | +5,341.9% |
| All | +12,471.5% | +693.5% | +11,778.0% | +5,436.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling