-0.8%
LOW vs DOC
+20.9%
-21.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +7.4% | +6.5% | +0.9% | +5.6% |
| 30D | +24.5% | +9.2% | +15.3% | +21.6% |
| 3M | +3.5% | -2.5% | +6.0% | +3.7% |
| 6M | -2.6% | +7.1% | -9.6% | -4.1% |
| YTD | -4.8% | +33.0% | -37.8% | -10.4% |
| 1Y | -0.8% | +23.3% | -24.1% | -5.2% |
| All | -0.8% | +20.9% | -21.7% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling