+79.3%
PR vs DOC
+20.8%
+58.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.1% |
| 30D | +18.0% | -4.8% | +22.8% | +18.9% |
| 3M | +16.9% | +6.9% | +10.0% | +15.2% |
| 6M | +28.2% | +20.7% | +7.5% | +23.1% |
| YTD | +69.3% | +34.1% | +35.2% | +56.8% |
| 1Y | +69.5% | +22.6% | +46.9% | +61.0% |
| All | +79.3% | +20.8% | +58.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling