+47.1%
RF vs DOC
-22.8%
+69.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.1% |
| 7D | +2.3% | +8.7% | -6.5% | -1.6% |
| 30D | +7.2% | +7.6% | -0.4% | +3.6% |
| 3M | -8.2% | -5.3% | -3.0% | -6.2% |
| 6M | +7.0% | +27.6% | -20.6% | -6.1% |
| YTD | +10.3% | +32.4% | -22.1% | -6.0% |
| 1Y | +25.1% | +22.9% | +2.2% | +10.8% |
| 3Y | +110.3% | +43.1% | +67.2% | +66.3% |
| 5Y | +47.1% | -21.4% | +68.5% | +56.2% |
| All | +47.1% | -22.8% | +69.9% | +56.2% |
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