+659.7%
P vs DOC
+14.9%
+644.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.2% | -16.2% | -16.3% |
| 7D | -31.9% | +6.2% | -38.1% | -33.5% |
| 30D | -36.5% | +6.5% | -43.0% | -38.3% |
| 3M | +11.6% | -6.2% | +17.8% | +13.4% |
| 6M | +25.2% | +25.6% | -0.4% | +11.6% |
| YTD | +39.4% | +32.1% | +7.4% | +21.2% |
| 1Y | -3.7% | +20.3% | -24.0% | -12.5% |
| 3Y | +167.3% | +42.7% | +124.5% | +119.3% |
| 5Y | +237.3% | -22.2% | +259.5% | +257.1% |
| All | +659.7% | +14.9% | +644.8% | +601.9% |
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