-77.5%
SE vs DOC
-22.8%
-54.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.3% | +3.2% |
| 7D | +6.7% | +8.7% | -2.1% | +3.1% |
| 30D | -17.2% | +7.6% | -24.8% | -19.8% |
| 3M | -28.0% | -5.3% | -22.8% | -26.6% |
| 6M | -6.1% | +27.6% | -33.7% | -16.7% |
| YTD | -37.1% | +32.4% | -69.5% | -45.4% |
| 1Y | -48.8% | +22.9% | -71.6% | -54.0% |
| 3Y | +79.0% | +43.1% | +35.9% | +39.0% |
| 5Y | -77.5% | -21.4% | -56.2% | -71.0% |
| All | -77.5% | -22.8% | -54.7% | -71.0% |
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