+1,057.8%
TER vs DOC
+21.5%
+1,036.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +24.0% | 0.0% | +24.0% | +24.1% |
| 30D | -30.6% | +6.6% | -37.2% | -32.6% |
| 3M | -34.5% | -1.1% | -33.4% | -34.7% |
| 6M | -26.4% | +4.8% | -31.2% | -28.8% |
| YTD | +36.4% | +32.1% | +4.3% | +18.9% |
| 1Y | +47.4% | +21.9% | +25.6% | +32.6% |
| 3Y | +202.6% | +51.4% | +151.1% | +145.1% |
| 5Y | +83.9% | -21.2% | +105.1% | +93.0% |
| All | +1,057.8% | +21.5% | +1,036.3% | +940.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling