+69.6%
O vs DOC
+14.9%
+54.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.5% | +6.2% | -1.7% | +0.7% |
| 30D | +10.2% | +6.5% | +3.7% | +6.0% |
| 3M | -3.8% | -6.2% | +2.5% | -0.2% |
| 6M | -3.8% | +25.6% | -29.4% | -18.1% |
| YTD | +10.3% | +32.1% | -21.7% | -9.8% |
| 1Y | +11.9% | +20.3% | -8.4% | -3.0% |
| 3Y | +38.1% | +42.7% | -4.6% | +3.0% |
| 5Y | +11.1% | -22.2% | +33.2% | +24.1% |
| All | +69.6% | +14.9% | +54.7% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling