+10,545.1%
LIN vs DOC
+1,612.2%
+8,932.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | -2.4% | -4.8% | +2.3% | -1.0% |
| 3M | -5.6% | +6.9% | -12.5% | -7.6% |
| 6M | -3.4% | +20.7% | -24.1% | -9.7% |
| YTD | +13.1% | +34.1% | -21.0% | +2.2% |
| 1Y | +2.5% | +22.6% | -20.2% | -5.1% |
| 3Y | +27.6% | +20.8% | +6.8% | +16.4% |
| 5Y | +63.0% | -24.9% | +87.9% | +70.9% |
| 10Y | +359.3% | -1.8% | +361.1% | +321.2% |
| All | +10,545.1% | +1,612.2% | +8,932.9% | +5,138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling