+178.2%
SO vs DOC
+14.9%
+163.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.4% | +6.2% | -5.9% | -2.0% |
| 30D | +9.2% | +6.5% | +2.8% | +6.5% |
| 3M | +1.1% | -6.2% | +7.3% | +3.4% |
| 6M | -1.1% | +25.6% | -26.6% | -10.7% |
| YTD | +9.7% | +32.1% | -22.4% | -3.6% |
| 1Y | +5.5% | +20.3% | -14.8% | -3.7% |
| 3Y | +47.0% | +42.7% | +4.3% | +21.6% |
| 5Y | +77.6% | -22.2% | +99.7% | +89.6% |
| All | +178.2% | +14.9% | +163.3% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling