+307.8%
P vs DOC
-22.8%
+330.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -5.8% |
| 7D | -19.4% | +8.7% | -28.1% | -21.2% |
| 30D | -22.3% | +7.6% | -30.0% | -24.1% |
| 3M | +33.2% | -5.3% | +38.5% | +34.7% |
| 6M | +53.6% | +27.6% | +26.0% | +38.6% |
| YTD | +66.8% | +32.4% | +34.4% | +47.7% |
| 1Y | +17.5% | +22.9% | -5.3% | +7.8% |
| 3Y | +219.7% | +43.1% | +176.6% | +165.3% |
| 5Y | +307.8% | -21.4% | +329.2% | +366.7% |
| All | +307.8% | -22.8% | +330.6% | +366.7% |
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