+67.7%
T vs DOC
-24.5%
+92.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.9% |
| 30D | +11.4% | -4.8% | +16.1% | +12.6% |
| 3M | +14.3% | +6.9% | +7.4% | +12.3% |
| 6M | -9.3% | +20.7% | -30.0% | -13.9% |
| YTD | +7.1% | +34.1% | -27.0% | -1.8% |
| 1Y | -9.1% | +22.6% | -31.7% | -14.6% |
| 3Y | +105.3% | +20.8% | +84.5% | +92.7% |
| All | +67.7% | -24.5% | +92.2% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling