+319.4%
IR vs DOC
+6.8%
+312.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | +2.3% | +6.2% | -3.9% | -0.1% |
| 30D | +3.3% | +6.5% | -3.1% | +0.6% |
| 3M | -9.0% | -6.2% | -2.8% | -7.0% |
| 6M | +8.0% | +25.6% | -17.6% | -2.5% |
| YTD | +3.4% | +32.1% | -28.7% | -8.9% |
| 1Y | +4.5% | +20.3% | -15.8% | -4.4% |
| 3Y | +25.6% | +42.7% | -17.1% | +5.3% |
| 5Y | +43.8% | -22.2% | +66.0% | +52.9% |
| All | +319.4% | +6.8% | +312.6% | +291.4% |
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 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