+1.5%
M vs DOC
-22.8%
+24.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.1% | +4.5% | +6.0% |
| 7D | +8.3% | +8.7% | -0.5% | +3.9% |
| 30D | +14.2% | +7.6% | +6.5% | +10.0% |
| 3M | -1.1% | -5.3% | +4.2% | +1.4% |
| 6M | +36.6% | +27.6% | +9.0% | +18.7% |
| YTD | +19.8% | +32.4% | -12.6% | +0.8% |
| 1Y | +37.2% | +22.9% | +14.3% | +20.8% |
| 3Y | +124.5% | +43.1% | +81.4% | +71.6% |
| 5Y | +1.5% | -21.4% | +22.9% | +20.4% |
| All | +1.5% | -22.8% | +24.3% | +20.4% |
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 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