+304.9%
PSX vs DOC
-22.8%
+327.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.1% |
| 7D | -5.2% | +8.7% | -13.9% | -6.7% |
| 30D | -3.7% | +7.6% | -11.4% | -5.2% |
| 3M | +26.8% | -5.3% | +32.0% | +27.9% |
| 6M | +47.3% | +27.6% | +19.7% | +38.1% |
| YTD | +105.4% | +32.4% | +73.0% | +89.6% |
| 1Y | +96.9% | +22.9% | +74.1% | +85.7% |
| 3Y | +145.4% | +43.1% | +102.3% | +121.0% |
| 5Y | +304.9% | -21.4% | +326.3% | +331.7% |
| All | +304.9% | -22.8% | +327.7% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling