-40.2%
IT vs DOC
-24.5%
-15.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +13.1% | +6.9% | +6.2% | +10.7% |
| 6M | +11.7% | +20.7% | -9.0% | +4.3% |
| YTD | -26.1% | +34.1% | -60.3% | -33.6% |
| 1Y | -21.3% | +22.6% | -43.9% | -27.1% |
| 3Y | -46.7% | +20.8% | -67.6% | -50.9% |
| All | -40.2% | -24.5% | -15.7% | -29.7% |
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 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