+25.0%
Q vs DOC
+14.9%
+10.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | -3.3% | +8.7% | -12.0% | -3.6% |
| 30D | -9.7% | +7.6% | -17.3% | -10.0% |
| 3M | -16.1% | -5.3% | -10.8% | -15.0% |
| 6M | -15.7% | +27.6% | -43.3% | -20.2% |
| YTD | +45.7% | +32.4% | +13.3% | +37.4% |
| 1Y | +18.0% | +22.9% | -4.8% | +12.9% |
| All | +25.0% | +14.9% | +10.0% | +21.7% |
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 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