-69.4%
U vs DOC
-24.5%
-44.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.3% |
| 7D | -3.8% | -1.5% | -2.3% | -2.7% |
| 30D | +17.5% | -4.8% | +22.2% | +21.2% |
| 3M | +38.7% | +6.9% | +31.8% | +30.3% |
| 6M | +104.4% | +20.7% | +83.7% | +70.0% |
| YTD | -5.7% | +34.1% | -39.8% | -29.3% |
| 1Y | +3.7% | +22.6% | -19.0% | -15.9% |
| 3Y | +12.3% | +20.8% | -8.5% | -7.7% |
| All | -69.4% | -24.5% | -44.9% | -68.1% |
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