+104.1%
IT vs DOC
-2.1%
+106.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -4.0% |
| 7D | -6.0% | -1.5% | -4.6% | -5.5% |
| 30D | 0.0% | -4.8% | +4.8% | +1.7% |
| 3M | +13.1% | +6.9% | +6.2% | +10.5% |
| 6M | +11.7% | +20.7% | -9.0% | +3.5% |
| YTD | -26.1% | +34.1% | -60.3% | -34.1% |
| 1Y | -21.3% | +22.6% | -43.9% | -27.6% |
| 3Y | -46.7% | +20.8% | -67.6% | -51.8% |
| 5Y | -40.5% | -24.9% | -15.6% | -35.8% |
| All | +104.1% | -2.1% | +106.2% | +100.1% |
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