-67.2%
PL vs DOC
+27.8%
-95.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -7.0% |
| 7D | -11.7% | +8.7% | -20.5% | -13.4% |
| 30D | -27.1% | +7.6% | -34.8% | -28.4% |
| 3M | -44.6% | -5.3% | -39.3% | -43.6% |
| 6M | -67.2% | +27.6% | -94.8% | -70.4% |
| All | -67.2% | +27.8% | -95.0% | -70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling