-78.9%
SE vs DOC
-22.1%
-56.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.6% |
| 7D | -1.2% | +6.2% | -7.4% | -3.6% |
| 30D | -21.7% | +6.5% | -28.1% | -23.7% |
| 3M | -34.2% | -6.2% | -27.9% | -32.5% |
| 6M | -10.5% | +25.6% | -36.1% | -20.0% |
| YTD | -40.7% | +32.1% | -72.8% | -48.5% |
| 1Y | -52.1% | +20.3% | -72.4% | -56.5% |
| 3Y | +68.9% | +42.7% | +26.1% | +31.2% |
| 5Y | -78.9% | -22.2% | -56.7% | -72.7% |
| All | -78.9% | -22.1% | -56.8% | -72.7% |
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 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