+280.9%
PSX vs DOC
-22.1%
+302.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | -9.7% | +6.2% | -15.9% | -10.8% |
| 30D | -8.4% | +6.5% | -14.9% | -9.6% |
| 3M | +22.6% | -6.2% | +28.8% | +24.0% |
| 6M | +38.8% | +25.6% | +13.2% | +30.7% |
| YTD | +95.5% | +32.1% | +63.4% | +80.5% |
| 1Y | +87.1% | +20.3% | +66.8% | +77.5% |
| 3Y | +133.5% | +42.7% | +90.8% | +110.4% |
| 5Y | +280.9% | -22.2% | +303.0% | +308.7% |
| All | +280.9% | -22.1% | +302.9% | +308.7% |
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