+48.4%
IR vs DOC
-24.5%
+72.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | -15.1% | -4.8% | -10.4% | -13.5% |
| 3M | +6.1% | +6.9% | -0.8% | +3.0% |
| 6M | -16.8% | +20.7% | -37.6% | -23.6% |
| YTD | -3.5% | +34.1% | -37.7% | -15.7% |
| 1Y | -3.5% | +22.6% | -26.1% | -12.4% |
| 3Y | +9.5% | +20.8% | -11.4% | -0.9% |
| All | +48.4% | -24.5% | +72.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling