+50.4%
TER vs DOC
-22.1%
+72.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.0% | -15.1% |
| 7D | -28.2% | +6.2% | -34.4% | -30.0% |
| 30D | -50.6% | +6.5% | -57.0% | -52.1% |
| 3M | -45.3% | -6.2% | -39.1% | -44.2% |
| 6M | -40.4% | +25.6% | -66.0% | -47.8% |
| YTD | +10.0% | +32.1% | -22.0% | -6.9% |
| 1Y | +13.6% | +20.3% | -6.7% | +0.7% |
| 3Y | +145.2% | +42.7% | +102.5% | +90.9% |
| 5Y | +50.4% | -22.2% | +72.5% | +80.8% |
| All | +50.4% | -22.1% | +72.4% | +80.8% |
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