+425.3%
M vs DOC
+1,591.6%
-1,166.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.4% |
| 7D | +4.7% | -1.5% | +6.2% | +5.4% |
| 30D | -9.6% | -4.8% | -4.9% | -7.6% |
| 3M | +0.9% | +6.9% | -6.0% | -2.6% |
| 6M | +22.3% | +20.7% | +1.5% | +10.1% |
| YTD | +6.5% | +34.1% | -27.6% | -9.2% |
| 1Y | +38.8% | +22.6% | +16.1% | +23.4% |
| 3Y | +115.9% | +20.8% | +95.1% | +89.5% |
| 5Y | +28.6% | -24.9% | +53.5% | +41.7% |
| 10Y | -2.5% | -1.8% | -0.7% | -9.6% |
| All | +425.3% | +1,591.6% | -1,166.3% | +102.5% |
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