+14.9%
O vs DOC
-24.5%
+39.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -0.7% | -1.5% | +0.7% | -0.1% |
| 30D | -1.9% | -4.8% | +2.9% | +0.2% |
| 3M | +3.8% | +6.9% | -3.0% | +0.7% |
| 6M | -4.7% | +20.7% | -25.5% | -13.4% |
| YTD | +12.5% | +34.1% | -21.7% | -3.3% |
| 1Y | +10.8% | +22.6% | -11.8% | -0.7% |
| 3Y | +28.8% | +20.8% | +7.9% | +14.6% |
| All | +14.9% | -24.5% | +39.5% | +35.7% |
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 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