+76.9%
TER vs DOC
-22.8%
+99.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -8.0% |
| 7D | -19.9% | +8.7% | -28.6% | -22.7% |
| 30D | -43.5% | +7.6% | -51.2% | -45.5% |
| 3M | -37.8% | -5.3% | -32.5% | -36.7% |
| 6M | -25.6% | +27.6% | -53.2% | -35.3% |
| YTD | +29.8% | +32.4% | -2.6% | +9.7% |
| 1Y | +43.2% | +22.9% | +20.3% | +25.6% |
| 3Y | +189.3% | +43.1% | +146.2% | +125.0% |
| 5Y | +76.9% | -21.4% | +98.3% | +111.9% |
| All | +76.9% | -22.8% | +99.7% | +111.9% |
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