+119.3%
NDAQ vs DOC
+43.2%
+76.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.2% | +6.2% | -5.1% | -0.3% |
| 30D | +15.8% | +6.5% | +9.3% | +14.1% |
| 3M | +13.4% | -6.2% | +19.6% | +14.8% |
| 6M | +20.9% | +25.6% | -4.7% | +14.1% |
| YTD | +11.1% | +32.1% | -21.0% | +3.3% |
| 1Y | +26.5% | +20.3% | +6.2% | +20.5% |
| All | +119.3% | +43.2% | +76.1% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling