+2,327.9%
NDAQ vs DOC
+320.1%
+2,007.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.0% |
| 7D | -2.4% | -1.5% | -1.0% | -1.8% |
| 30D | +2.5% | -4.8% | +7.2% | +4.6% |
| 3M | +9.9% | +6.9% | +3.0% | +6.4% |
| 6M | +9.4% | +20.7% | -11.3% | -1.0% |
| YTD | +0.4% | +34.1% | -33.7% | -13.5% |
| 1Y | +4.0% | +22.6% | -18.6% | -7.2% |
| 3Y | +94.4% | +20.8% | +73.6% | +70.0% |
| 5Y | +56.7% | -24.9% | +81.6% | +68.2% |
| 10Y | +375.3% | -1.8% | +377.1% | +308.4% |
| All | +2,327.9% | +320.1% | +2,007.8% | +996.6% |
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 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