-58.4%
TEAM vs DOC
-22.1%
-36.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -10.2% | +6.2% | -16.4% | -12.4% |
| 30D | -5.5% | +6.5% | -12.0% | -8.2% |
| 3M | +61.7% | -6.2% | +68.0% | +65.7% |
| 6M | +98.5% | +25.6% | +72.9% | +76.7% |
| YTD | +13.0% | +32.1% | -19.0% | -3.0% |
| 1Y | +13.5% | +20.3% | -6.8% | +2.3% |
| 3Y | +3.6% | +42.7% | -39.1% | -20.9% |
| 5Y | -58.4% | -22.2% | -36.2% | -48.2% |
| All | -58.4% | -22.1% | -36.3% | -48.2% |
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