+3.7%
GE vs DOC
+21.7%
-18.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | +0.5% | +6.2% | -5.7% | -1.1% |
| 30D | +1.7% | +6.5% | -4.7% | 0.0% |
| 3M | -17.3% | -6.2% | -11.1% | -15.9% |
| 6M | +10.1% | +25.6% | -15.5% | +1.7% |
| YTD | +2.6% | +32.1% | -29.5% | -4.6% |
| 1Y | +3.7% | +20.3% | -16.6% | -3.4% |
| All | +3.7% | +21.7% | -18.0% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling