+11.1%
S vs DOC
+20.8%
-9.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -7.7% | -1.5% | -6.2% | -7.4% |
| 30D | -5.3% | -4.8% | -0.6% | -4.3% |
| 3M | +20.3% | +6.9% | +13.4% | +17.8% |
| 6M | +47.4% | +20.7% | +26.6% | +39.7% |
| YTD | +32.5% | +34.1% | -1.6% | +21.0% |
| 1Y | +9.5% | +22.6% | -13.1% | +2.8% |
| All | +11.1% | +20.8% | -9.6% | +5.7% |
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