+15.8%
Q vs DOC
+14.6%
+1.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.1% | -7.3% |
| 7D | -10.3% | +6.2% | -16.5% | -10.5% |
| 30D | -17.7% | +6.5% | -24.1% | -17.8% |
| 3M | -18.8% | -6.2% | -12.6% | -17.7% |
| 6M | -24.8% | +25.6% | -50.4% | -28.5% |
| YTD | +35.0% | +32.1% | +2.9% | +27.3% |
| 1Y | +10.7% | +20.3% | -9.6% | +6.3% |
| All | +15.8% | +14.6% | +1.1% | +12.7% |
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 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