+112.5%
NET vs DOC
-24.5%
+137.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.1% |
| 7D | -7.0% | -1.5% | -5.5% | -6.4% |
| 30D | -4.8% | -4.8% | 0.0% | -2.8% |
| 3M | +3.8% | +6.9% | -3.1% | 0.0% |
| 6M | +50.0% | +20.7% | +29.3% | +34.3% |
| YTD | +41.5% | +34.1% | +7.3% | +19.2% |
| 1Y | +32.8% | +22.6% | +10.2% | +17.0% |
| 3Y | +335.9% | +20.8% | +315.1% | +272.9% |
| All | +112.5% | -24.5% | +137.0% | +146.5% |
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