+264.0%
SPOT vs DOC
+39.3%
+224.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | +12.5% | -4.8% | +17.2% | +13.7% |
| 3M | +9.9% | +6.9% | +3.0% | +8.3% |
| 6M | +1.6% | +20.7% | -19.2% | -2.9% |
| YTD | -6.6% | +34.1% | -40.7% | -12.7% |
| 1Y | -22.9% | +22.6% | -45.6% | -26.7% |
| 3Y | +244.3% | +20.8% | +223.4% | +223.5% |
| 5Y | +117.8% | -24.9% | +142.7% | +125.2% |
| All | +264.0% | +39.3% | +224.7% | +259.4% |
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 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