+107.3%
PR vs DOC
-2.1%
+109.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | +18.0% | -4.8% | +22.8% | +19.7% |
| 3M | +16.9% | +6.9% | +10.0% | +13.9% |
| 6M | +28.2% | +20.7% | +7.5% | +18.5% |
| YTD | +69.3% | +34.1% | +35.2% | +50.4% |
| 1Y | +69.5% | +22.6% | +46.9% | +54.9% |
| 3Y | +81.7% | +20.8% | +60.9% | +64.6% |
| 5Y | +422.2% | -24.9% | +447.1% | +456.9% |
| All | +107.3% | -2.1% | +109.4% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling