+40,065.6%
LOW vs DOC
+2,934.4%
+37,131.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.4% |
| 7D | +15.6% | +8.7% | +6.9% | +12.2% |
| 30D | +28.6% | +7.6% | +21.0% | +25.2% |
| 3M | +5.8% | -5.3% | +11.1% | +7.9% |
| 6M | +3.8% | +27.6% | -23.8% | -5.7% |
| YTD | -2.8% | +32.4% | -35.2% | -13.3% |
| 1Y | -1.4% | +22.9% | -24.3% | -9.7% |
| 3Y | +25.0% | +43.1% | -18.1% | +7.1% |
| 5Y | +6.6% | -21.4% | +27.9% | +12.4% |
| 10Y | +318.3% | +16.8% | +301.5% | +265.1% |
| All | +40,065.6% | +2,934.4% | +37,131.2% | +10,205.4% |
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