+5,976.4%
SO vs DOC
+2,974.4%
+3,002.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | -4.6% | -4.8% | +0.2% | -3.6% |
| 3M | -3.0% | +6.9% | -9.9% | -4.5% |
| 6M | -8.3% | +20.7% | -29.0% | -12.5% |
| YTD | +3.5% | +34.1% | -30.6% | -3.7% |
| 1Y | -0.9% | +22.6% | -23.6% | -6.2% |
| 3Y | +45.4% | +20.8% | +24.5% | +36.8% |
| 5Y | +59.6% | -24.9% | +84.5% | +65.6% |
| 10Y | +156.6% | -1.8% | +158.4% | +146.5% |
| All | +5,976.4% | +2,974.4% | +3,002.0% | +3,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling