+90.1%
RF vs DOC
-24.5%
+114.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +1.3% | -1.5% | +2.8% | +2.0% |
| 30D | -3.6% | -4.8% | +1.2% | -1.5% |
| 3M | +8.1% | +6.9% | +1.2% | +4.5% |
| 6M | +11.5% | +20.7% | -9.3% | +0.8% |
| YTD | +15.6% | +34.1% | -18.6% | -1.7% |
| 1Y | +15.7% | +22.6% | -7.0% | +2.7% |
| 3Y | +86.9% | +20.8% | +66.1% | +63.6% |
| All | +90.1% | -24.5% | +114.6% | +99.6% |
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