+273.8%
RF vs DOC
+14.9%
+258.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | +6.2% | -7.9% | -4.7% |
| 30D | +5.0% | +6.5% | -1.4% | +1.5% |
| 3M | -10.0% | -6.2% | -3.7% | -7.3% |
| 6M | +3.3% | +25.6% | -22.3% | -9.9% |
| YTD | +7.9% | +32.1% | -24.1% | -9.2% |
| 1Y | +21.2% | +20.3% | +1.0% | +7.1% |
| 3Y | +105.8% | +42.7% | +63.1% | +62.1% |
| 5Y | +43.7% | -22.2% | +65.9% | +56.1% |
| All | +273.8% | +14.9% | +258.9% | +247.7% |
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