-57.7%
TEAM vs DOC
-22.8%
-34.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.9% |
| 7D | -13.7% | +8.7% | -22.5% | -16.8% |
| 30D | -3.4% | +7.6% | -11.1% | -6.6% |
| 3M | +72.1% | -5.3% | +77.4% | +75.6% |
| 6M | +103.8% | +27.6% | +76.2% | +80.1% |
| YTD | +17.1% | +32.4% | -15.3% | +0.4% |
| 1Y | +15.1% | +22.9% | -7.8% | +2.5% |
| 3Y | +7.3% | +43.1% | -35.8% | -18.2% |
| 5Y | -57.7% | -21.4% | -36.3% | -47.9% |
| All | -57.7% | -22.8% | -34.9% | -47.9% |
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