+2,417.1%
MSCI vs DOC
+92.5%
+2,324.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +0.9% |
| 30D | +0.6% | -4.8% | +5.3% | +2.2% |
| 3M | -7.1% | +6.9% | -14.0% | -9.5% |
| 6M | +0.8% | +20.7% | -19.9% | -7.0% |
| YTD | +1.0% | +34.1% | -33.2% | -10.7% |
| 1Y | +4.3% | +22.6% | -18.3% | -5.1% |
| 3Y | +9.9% | +20.8% | -10.9% | -1.4% |
| 5Y | -6.8% | -24.9% | +18.1% | -0.7% |
| 10Y | +614.7% | -1.8% | +616.5% | +548.1% |
| All | +2,417.1% | +92.5% | +2,324.7% | +1,397.4% |
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 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