+99.9%
IT vs DOC
+15.7%
+84.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | -16.9% | +6.5% | -23.4% | -18.8% |
| 30D | +2.3% | +9.2% | -6.8% | -0.9% |
| 3M | +2.9% | -2.5% | +5.4% | +3.7% |
| 6M | +25.9% | +7.1% | +18.8% | +22.6% |
| YTD | -24.6% | +33.0% | -57.6% | -32.8% |
| 1Y | -16.0% | +23.3% | -39.3% | -23.0% |
| 3Y | -51.6% | +44.9% | -96.5% | -59.2% |
| 5Y | -42.6% | -21.6% | -21.0% | -39.0% |
| All | +99.9% | +15.7% | +84.2% | +84.7% |
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