+267.4%
SPOT vs DOC
+43.2%
+224.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +10.3% | +6.2% | +4.0% | +9.2% |
| 30D | +25.9% | +6.5% | +19.4% | +24.6% |
| 3M | +27.4% | -6.2% | +33.6% | +28.2% |
| 6M | +46.5% | +25.6% | +20.9% | +42.6% |
| YTD | +5.8% | +32.1% | -26.3% | +2.7% |
| 1Y | -0.9% | +20.3% | -21.2% | -3.1% |
| All | +267.4% | +43.2% | +224.2% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling