+160.5%
PR vs DOC
+11.5%
+148.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.7% | -7.5% |
| 7D | -12.1% | +8.7% | -20.8% | -14.4% |
| 30D | +0.9% | +7.6% | -6.7% | -1.6% |
| 3M | +10.1% | -5.3% | +15.4% | +11.4% |
| 6M | +1.1% | +27.6% | -26.5% | -8.3% |
| YTD | +63.7% | +32.4% | +31.3% | +45.6% |
| 1Y | +87.0% | +22.9% | +64.2% | +70.6% |
| 3Y | +70.7% | +43.1% | +27.7% | +45.6% |
| 5Y | +246.8% | -21.4% | +268.2% | +263.0% |
| 10Y | +72.6% | +16.8% | +55.8% | +89.4% |
| All | +160.5% | +11.5% | +148.9% | +180.7% |
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