+39,690.9%
LOW vs DOC
+2,926.9%
+36,764.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +9.6% | +6.2% | +3.4% | +7.3% |
| 30D | +24.5% | +6.5% | +18.0% | +21.7% |
| 3M | +4.0% | -6.2% | +10.2% | +6.4% |
| 6M | +2.2% | +25.6% | -23.4% | -6.7% |
| YTD | -3.7% | +32.1% | -35.8% | -14.0% |
| 1Y | -0.9% | +20.3% | -21.2% | -8.5% |
| 3Y | +23.8% | +42.7% | -18.9% | +6.2% |
| 5Y | +6.6% | -22.2% | +28.7% | +12.8% |
| 10Y | +314.4% | +16.5% | +297.8% | +262.1% |
| All | +39,690.9% | +2,926.9% | +36,764.0% | +10,118.6% |
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