+473.1%
NDAQ vs DOC
+14.9%
+458.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +1.2% | +6.2% | -5.1% | -0.8% |
| 30D | +15.8% | +6.5% | +9.3% | +13.4% |
| 3M | +13.4% | -6.2% | +19.6% | +15.6% |
| 6M | +20.9% | +25.6% | -4.7% | +11.0% |
| YTD | +11.1% | +32.1% | -21.0% | +0.1% |
| 1Y | +26.5% | +20.3% | +6.2% | +17.5% |
| 3Y | +121.5% | +42.7% | +78.7% | +90.3% |
| 5Y | +61.3% | -22.2% | +83.5% | +69.8% |
| All | +473.1% | +14.9% | +458.2% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling