+6.6%
LOW vs DOC
-22.1%
+28.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +9.6% | +6.2% | +3.4% | +7.0% |
| 30D | +24.5% | +6.5% | +18.0% | +21.4% |
| 3M | +4.0% | -6.2% | +10.2% | +6.6% |
| 6M | +2.2% | +25.6% | -23.4% | -7.7% |
| YTD | -3.7% | +32.1% | -35.8% | -15.4% |
| 1Y | -0.9% | +20.3% | -21.2% | -9.3% |
| 3Y | +23.8% | +42.7% | -18.9% | +3.0% |
| 5Y | +6.6% | -22.2% | +28.7% | +19.8% |
| All | +6.6% | -22.1% | +28.6% | +19.8% |
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