+1,595.4%
T vs DOC
+2,934.4%
-1,339.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.1% | +1.3% |
| 7D | +5.5% | +8.7% | -3.3% | +3.3% |
| 30D | -8.9% | +7.6% | -16.6% | -10.6% |
| 3M | -5.6% | -5.3% | -0.3% | -4.5% |
| 6M | -14.3% | +27.6% | -41.9% | -19.9% |
| YTD | -7.9% | +32.4% | -40.3% | -15.1% |
| 1Y | -6.4% | +22.9% | -29.3% | -12.1% |
| 3Y | +59.8% | +43.1% | +16.7% | +42.5% |
| 5Y | +55.3% | -21.4% | +76.7% | +59.9% |
| 10Y | +58.3% | +16.8% | +41.5% | +42.3% |
| All | +1,595.4% | +2,934.4% | -1,339.0% | +711.0% |
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