+221.5%
ICE vs DOC
-2.1%
+223.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | +7.6% | -4.8% | +12.4% | +9.2% |
| 3M | +13.9% | +6.9% | +7.1% | +11.5% |
| 6M | -2.4% | +20.7% | -23.1% | -8.6% |
| YTD | +0.3% | +34.1% | -33.9% | -9.4% |
| 1Y | -6.4% | +22.6% | -29.1% | -13.2% |
| 3Y | +43.1% | +20.8% | +22.3% | +31.4% |
| 5Y | +42.1% | -24.9% | +67.0% | +50.8% |
| All | +221.5% | -2.1% | +223.6% | +202.9% |
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