+355.5%
IDXX vs DOC
-4.9%
+360.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | -11.3% | -3.7% | -7.6% | -10.2% |
| 3M | -7.3% | +5.2% | -12.5% | -9.1% |
| 6M | -14.5% | +22.5% | -37.0% | -21.2% |
| YTD | -23.1% | +33.2% | -56.3% | -31.3% |
| 1Y | -20.3% | +19.8% | -40.1% | -26.2% |
| 3Y | +11.7% | +23.8% | -12.1% | +0.6% |
| 5Y | -24.4% | -25.4% | +1.0% | -19.6% |
| 10Y | +355.5% | -3.8% | +359.3% | +355.2% |
| All | +355.5% | -4.9% | +360.4% | +355.2% |
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