+6,321.9%
SO vs DOC
+2,934.4%
+3,387.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.4% |
| 7D | +1.7% | +8.7% | -7.0% | -0.1% |
| 30D | +11.1% | +7.6% | +3.5% | +9.3% |
| 3M | +0.7% | -5.3% | +5.9% | +1.8% |
| 6M | -1.4% | +27.6% | -29.0% | -7.1% |
| YTD | +9.4% | +32.4% | -23.0% | +2.0% |
| 1Y | +3.7% | +22.9% | -19.1% | -1.7% |
| 3Y | +46.7% | +43.1% | +3.6% | +33.2% |
| 5Y | +78.9% | -21.4% | +100.3% | +83.7% |
| 10Y | +180.3% | +16.8% | +163.5% | +162.2% |
| All | +6,321.9% | +2,934.4% | +3,387.5% | +3,641.9% |
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