+51.7%
S vs DOC
+43.5%
+8.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | -8.2% | +8.7% | -16.9% | -9.8% |
| 30D | -7.6% | +7.6% | -15.3% | -9.1% |
| 3M | +12.0% | -5.3% | +17.2% | +13.1% |
| 6M | +50.6% | +27.6% | +23.0% | +40.3% |
| YTD | +56.6% | +32.4% | +24.2% | +43.7% |
| 1Y | +39.2% | +22.9% | +16.4% | +30.9% |
| All | +51.7% | +43.5% | +8.2% | +28.1% |
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