-50.3%
TEAM vs DOC
-24.5%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | -0.4% | -1.5% | +1.0% | +0.2% |
| 30D | +67.3% | -4.8% | +72.1% | +70.7% |
| 3M | +86.8% | +6.9% | +79.9% | +81.9% |
| 6M | +146.8% | +20.7% | +126.1% | +125.4% |
| YTD | +16.9% | +34.1% | -17.2% | +0.5% |
| 1Y | +12.8% | +22.6% | -9.9% | +1.1% |
| 3Y | -7.3% | +20.8% | -28.1% | -18.5% |
| All | -50.3% | -24.5% | -25.8% | -42.7% |
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