+2,658.5%
NDAQ vs DOC
+314.7%
+2,343.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +1.2% |
| 7D | +3.9% | +8.7% | -4.8% | +0.1% |
| 30D | +19.0% | +7.6% | +11.4% | +15.2% |
| 3M | +17.6% | -5.3% | +22.8% | +20.2% |
| 6M | +21.0% | +27.6% | -6.6% | +6.9% |
| YTD | +14.1% | +32.4% | -18.3% | -1.2% |
| 1Y | +29.4% | +22.9% | +6.6% | +15.7% |
| 3Y | +127.4% | +43.1% | +84.3% | +84.5% |
| 5Y | +66.1% | -21.4% | +87.5% | +74.6% |
| 10Y | +495.6% | +16.8% | +478.8% | +370.1% |
| All | +2,658.5% | +314.7% | +2,343.8% | +1,152.1% |
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