+48.2%
IR vs DOC
-22.8%
+71.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.7% |
| 7D | +11.6% | +8.7% | +2.8% | +7.9% |
| 30D | +7.2% | +7.6% | -0.5% | +3.9% |
| 3M | -5.9% | -5.3% | -0.6% | -4.1% |
| 6M | +11.5% | +27.6% | -16.1% | -0.3% |
| YTD | +6.3% | +32.4% | -26.1% | -6.9% |
| 1Y | +9.1% | +22.9% | -13.8% | -1.4% |
| 3Y | +29.2% | +43.1% | -13.9% | +6.6% |
| 5Y | +48.2% | -21.4% | +69.5% | +65.3% |
| All | +48.2% | -22.8% | +71.0% | +65.3% |
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