+202.8%
TER vs DOC
-24.5%
+227.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.3% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -8.3% | -4.8% | -3.5% | -6.4% |
| 3M | -12.2% | +6.9% | -19.1% | -15.9% |
| 6M | +17.1% | +20.7% | -3.7% | +5.1% |
| YTD | +84.7% | +34.1% | +50.5% | +56.1% |
| 1Y | +199.9% | +22.6% | +177.3% | +164.4% |
| 3Y | +232.8% | +20.8% | +211.9% | +189.7% |
| All | +202.8% | -24.5% | +227.4% | +257.5% |
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