+121.9%
IT vs DOC
+19.9%
+102.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +0.3% |
| 7D | -5.5% | +8.7% | -14.2% | -8.3% |
| 30D | +10.3% | +7.6% | +2.7% | +7.4% |
| 3M | +11.5% | -5.3% | +16.8% | +13.6% |
| 6M | +40.3% | +27.6% | +12.7% | +27.4% |
| YTD | -17.9% | +32.4% | -50.3% | -26.6% |
| 1Y | -8.8% | +22.9% | -31.7% | -16.2% |
| 3Y | -46.4% | +43.1% | -89.5% | -54.6% |
| 5Y | -37.3% | -21.4% | -16.0% | -33.4% |
| 10Y | +121.9% | +16.8% | +105.0% | +105.2% |
| All | +121.9% | +19.9% | +102.0% | +105.2% |
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 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