-37.9%
U vs DOC
+1.4%
-39.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +2.8% |
| 7D | +7.5% | +8.7% | -1.2% | +1.7% |
| 30D | -7.0% | +7.6% | -14.7% | -11.7% |
| 3M | +20.6% | -5.3% | +25.8% | +24.0% |
| 6M | +53.2% | +27.6% | +25.6% | +23.4% |
| YTD | -3.9% | +32.4% | -36.3% | -25.7% |
| 1Y | +18.4% | +22.9% | -4.5% | -2.8% |
| 3Y | +53.6% | +43.1% | +10.5% | +10.4% |
| 5Y | -72.0% | -21.4% | -50.6% | -69.8% |
| All | -37.9% | +1.4% | -39.3% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling