+159.7%
MAR vs DOC
-22.1%
+181.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +4.4% | +6.2% | -1.8% | +2.5% |
| 30D | +15.5% | +6.5% | +9.0% | +13.2% |
| 3M | +15.7% | -6.2% | +22.0% | +17.9% |
| 6M | +18.2% | +25.6% | -7.4% | +9.1% |
| YTD | +35.3% | +32.1% | +3.2% | +22.5% |
| 1Y | +48.6% | +20.3% | +28.3% | +38.9% |
| 3Y | +124.3% | +42.7% | +81.6% | +93.4% |
| 5Y | +159.7% | -22.2% | +181.8% | +194.8% |
| All | +159.7% | -22.1% | +181.7% | +194.8% |
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