+281.3%
P vs DOC
-24.5%
+305.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.9% |
| 7D | +6.5% | -1.5% | +8.0% | +7.0% |
| 30D | +18.8% | -4.8% | +23.6% | +20.3% |
| 3M | +26.7% | +6.9% | +19.9% | +23.0% |
| 6M | +62.2% | +20.7% | +41.4% | +50.0% |
| YTD | +48.5% | +34.1% | +14.4% | +31.6% |
| 1Y | +26.4% | +22.6% | +3.7% | +16.3% |
| 3Y | +159.4% | +20.8% | +138.6% | +134.6% |
| All | +281.3% | -24.5% | +305.8% | +317.3% |
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