+485.4%
P vs DOC
+6.3%
+479.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | +6.5% | -1.5% | +8.0% | +7.1% |
| 30D | +18.8% | -4.8% | +23.6% | +20.7% |
| 3M | +26.7% | +6.9% | +19.9% | +22.5% |
| 6M | +62.2% | +20.7% | +41.4% | +48.1% |
| YTD | +48.5% | +34.1% | +14.4% | +29.8% |
| 1Y | +26.4% | +22.6% | +3.7% | +14.8% |
| 3Y | +159.4% | +20.8% | +138.6% | +131.1% |
| 5Y | +275.8% | -24.9% | +300.7% | +303.3% |
| 10Y | +732.0% | -1.8% | +733.8% | +685.9% |
| All | +485.4% | +6.3% | +479.0% | +405.0% |
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