+161.8%
MAR vs DOC
-24.5%
+186.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -4.2% | -1.5% | -2.7% | -3.7% |
| 30D | -6.7% | -4.8% | -1.9% | -5.3% |
| 3M | -12.5% | +6.9% | -19.4% | -14.4% |
| 6M | +0.6% | +20.7% | -20.2% | -5.8% |
| YTD | +9.1% | +34.1% | -25.0% | -1.5% |
| 1Y | +26.2% | +22.6% | +3.6% | +17.2% |
| 3Y | +68.2% | +20.8% | +47.3% | +55.9% |
| All | +161.8% | -24.5% | +186.4% | +196.3% |
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