-39.0%
U vs DOC
+2.7%
-41.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.2% |
| 7D | -3.8% | -1.5% | -2.3% | -2.8% |
| 30D | +17.5% | -4.8% | +22.2% | +20.9% |
| 3M | +38.7% | +6.9% | +31.8% | +31.0% |
| 6M | +104.4% | +20.7% | +83.7% | +72.7% |
| YTD | -5.7% | +34.1% | -39.8% | -27.4% |
| 1Y | +3.7% | +22.6% | -19.0% | -14.3% |
| 3Y | +12.3% | +20.8% | -8.5% | -6.3% |
| 5Y | -68.8% | -24.9% | -44.0% | -65.9% |
| All | -39.0% | +2.7% | -41.8% | -43.7% |
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 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