+2,529.6%
ICE vs DOC
+162.9%
+2,366.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +0.8% |
| 7D | +12.2% | +8.7% | +3.4% | +7.8% |
| 30D | +15.0% | +7.6% | +7.3% | +11.0% |
| 3M | +17.6% | -5.3% | +22.9% | +20.4% |
| 6M | +12.6% | +27.6% | -15.0% | -1.6% |
| YTD | +9.1% | +32.4% | -23.3% | -6.8% |
| 1Y | +20.6% | +22.9% | -2.3% | +6.6% |
| 3Y | +68.3% | +43.1% | +25.2% | +33.7% |
| 5Y | +36.8% | -21.4% | +58.2% | +44.0% |
| 10Y | +272.4% | +16.8% | +255.6% | +181.8% |
| All | +2,529.6% | +162.9% | +2,366.7% | +759.5% |
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