-28.6%
U vs DOC
+1.1%
-29.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.2% | +15.2% | +15.1% |
| 7D | +24.3% | +6.2% | +18.0% | +19.4% |
| 30D | +8.6% | +6.5% | +2.1% | +3.9% |
| 3M | +37.6% | -6.2% | +43.8% | +42.5% |
| 6M | +78.5% | +25.6% | +52.9% | +45.6% |
| YTD | +10.5% | +32.1% | -21.6% | -14.4% |
| 1Y | +15.2% | +20.3% | -5.1% | -4.0% |
| 3Y | +76.6% | +42.7% | +33.8% | +27.1% |
| 5Y | -67.9% | -22.2% | -45.7% | -65.2% |
| All | -28.6% | +1.1% | -29.7% | -33.7% |
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