+490.7%
M vs DOC
+1,569.6%
-1,078.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.1% | +4.5% | +6.1% |
| 7D | +8.3% | +8.7% | -0.5% | +4.1% |
| 30D | +14.2% | +7.6% | +6.5% | +10.2% |
| 3M | -1.1% | -5.3% | +4.2% | +1.3% |
| 6M | +36.6% | +27.6% | +9.0% | +20.0% |
| YTD | +19.8% | +32.4% | -12.6% | +2.6% |
| 1Y | +37.2% | +22.9% | +14.3% | +21.9% |
| 3Y | +124.5% | +43.1% | +81.4% | +82.0% |
| 5Y | +1.5% | -21.4% | +22.9% | +9.5% |
| 10Y | +7.8% | +16.8% | -9.0% | -7.4% |
| All | +490.7% | +1,569.6% | -1,078.9% | +129.0% |
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