+1,872.1%
T vs DOC
+2,974.4%
-1,102.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| YTD | +7.1% | +34.1% | -27.0% | -1.5% |
| 1Y | -9.1% | +22.6% | -31.7% | -14.6% |
| 3Y | +105.3% | +20.8% | +84.5% | +91.1% |
| 5Y | +66.8% | -24.9% | +91.7% | +73.7% |
| 10Y | +66.8% | -1.8% | +68.6% | +56.1% |
| All | +1,872.1% | +2,974.4% | -1,102.3% | +841.1% |
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 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