+35,474.9%
LOW vs DOC
+2,974.4%
+32,500.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | -1.7% | -1.5% | -0.3% | -1.2% |
| 30D | -7.0% | -4.8% | -2.3% | -5.4% |
| 3M | -0.9% | +6.9% | -7.8% | -3.4% |
| 6M | -20.1% | +20.7% | -40.8% | -26.0% |
| YTD | -13.9% | +34.1% | -48.1% | -23.6% |
| 1Y | -21.1% | +22.6% | -43.8% | -27.8% |
| 3Y | -6.6% | +20.8% | -27.5% | -15.1% |
| 5Y | +9.4% | -24.9% | +34.2% | +17.1% |
| 10Y | +220.5% | -1.8% | +222.3% | +196.7% |
| All | +35,474.9% | +2,974.4% | +32,500.5% | +8,981.6% |
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