-0.9%
SPOT vs DOC
+21.7%
-22.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +10.3% | +6.2% | +4.0% | +8.2% |
| 30D | +25.9% | +6.5% | +19.4% | +23.4% |
| 3M | +27.4% | -6.2% | +33.6% | +28.8% |
| 6M | +46.5% | +25.6% | +20.9% | +38.7% |
| YTD | +5.8% | +32.1% | -26.3% | -0.4% |
| 1Y | -0.9% | +20.3% | -21.2% | -4.1% |
| All | -0.9% | +21.7% | -22.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling