+5,257.6%
O vs DOC
+992.7%
+4,265.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.0% |
| 7D | +5.8% | +8.7% | -2.9% | +0.4% |
| 30D | +10.7% | +7.6% | +3.0% | +5.5% |
| 3M | -4.5% | -5.3% | +0.7% | -1.5% |
| 6M | -4.1% | +27.6% | -31.7% | -19.6% |
| YTD | +9.8% | +32.4% | -22.6% | -10.7% |
| 1Y | +11.3% | +22.9% | -11.5% | -5.2% |
| 3Y | +37.5% | +43.1% | -5.6% | +2.7% |
| 5Y | +11.3% | -21.4% | +32.7% | +20.3% |
| 10Y | +71.9% | +16.8% | +55.1% | +39.8% |
| All | +5,257.6% | +992.7% | +4,265.0% | +1,647.7% |
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