+238.4%
TER vs DOC
+20.8%
+217.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +6.0% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -8.3% | -4.8% | -3.5% | -6.9% |
| 3M | -12.2% | +6.9% | -19.1% | -15.3% |
| 6M | +17.0% | +20.7% | -3.7% | +7.4% |
| YTD | +84.6% | +34.1% | +50.5% | +61.6% |
| 1Y | +199.8% | +22.6% | +177.2% | +171.4% |
| All | +238.4% | +20.8% | +217.6% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling