-68.1%
SE vs DOC
-24.5%
-43.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -6.1% | -1.5% | -4.6% | -5.5% |
| 30D | -2.5% | -4.8% | +2.3% | -0.6% |
| 3M | +21.7% | +6.9% | +14.8% | +17.6% |
| 6M | +27.0% | +20.7% | +6.3% | +15.6% |
| YTD | -12.1% | +34.1% | -46.3% | -24.0% |
| 1Y | -40.9% | +22.6% | -63.6% | -47.0% |
| 3Y | +191.0% | +20.8% | +170.2% | +163.4% |
| All | -68.1% | -24.5% | -43.5% | -59.2% |
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