+66.1%
NDAQ vs DOC
-22.8%
+88.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +1.6% |
| 7D | +3.9% | +8.7% | -4.8% | +1.2% |
| 30D | +19.0% | +7.6% | +11.4% | +16.3% |
| 3M | +17.6% | -5.3% | +22.8% | +19.4% |
| 6M | +21.0% | +27.6% | -6.6% | +10.9% |
| YTD | +14.1% | +32.4% | -18.3% | +2.9% |
| 1Y | +29.4% | +22.9% | +6.6% | +19.7% |
| 3Y | +127.4% | +43.1% | +84.3% | +93.8% |
| 5Y | +66.1% | -21.4% | +87.5% | +83.3% |
| All | +66.1% | -22.8% | +88.9% | +83.3% |
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