+5.6%
LOW vs DOC
-21.4%
+27.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +7.4% | +6.5% | +0.9% | +4.7% |
| 30D | +24.5% | +9.2% | +15.3% | +20.1% |
| 3M | +3.5% | -2.5% | +6.0% | +4.4% |
| 6M | -2.6% | +7.1% | -9.6% | -5.5% |
| YTD | -4.8% | +33.0% | -37.8% | -16.7% |
| 1Y | -0.8% | +23.3% | -24.1% | -10.2% |
| 3Y | +22.8% | +44.9% | -22.1% | +1.4% |
| All | +5.6% | -21.4% | +27.1% | +18.2% |
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 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