+61.0%
T vs DOC
+43.2%
+17.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.3% | +6.2% | -1.9% | +3.3% |
| 30D | -9.7% | +6.5% | -16.1% | -10.6% |
| 3M | -4.3% | -6.2% | +1.9% | -3.5% |
| 6M | -13.7% | +25.6% | -39.3% | -16.8% |
| YTD | -8.0% | +32.1% | -40.0% | -12.6% |
| 1Y | -6.9% | +20.3% | -27.2% | -9.7% |
| All | +61.0% | +43.2% | +17.9% | +53.7% |
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