+83.0%
PL vs DOC
-18.7%
+101.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.2% |
| 7D | -9.3% | -1.5% | -7.8% | -8.5% |
| 30D | -18.9% | -4.8% | -14.2% | -16.7% |
| 3M | -58.4% | +6.9% | -65.3% | -60.4% |
| 6M | -30.3% | +20.7% | -51.1% | -39.0% |
| YTD | -8.1% | +34.1% | -42.3% | -25.1% |
| 1Y | +180.5% | +22.6% | +157.9% | +142.1% |
| 3Y | +444.1% | +20.8% | +423.3% | +366.2% |
| 5Y | +83.0% | -24.9% | +107.9% | +79.8% |
| All | +83.0% | -18.7% | +101.7% | +79.8% |
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