+1,381.0%
NET vs DOC
-14.6%
+1,395.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.4% |
| 7D | -16.4% | +8.7% | -25.1% | -18.3% |
| 30D | -25.8% | +7.6% | -33.5% | -27.5% |
| 3M | -11.5% | -5.3% | -6.3% | -10.5% |
| 6M | +18.9% | +27.6% | -8.7% | +9.7% |
| YTD | +35.2% | +32.4% | +2.8% | +23.0% |
| 1Y | +14.5% | +22.9% | -8.4% | +6.3% |
| 3Y | +313.8% | +43.1% | +270.7% | +259.9% |
| 5Y | +32.6% | -21.4% | +54.0% | +34.1% |
| All | +1,381.0% | -14.6% | +1,395.6% | +1,506.7% |
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