+117.2%
V vs DOC
-22.8%
+140.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.1% |
| 7D | +9.0% | +8.7% | +0.2% | +6.8% |
| 30D | +18.1% | +7.6% | +10.4% | +16.0% |
| 3M | +18.3% | -5.3% | +23.6% | +19.7% |
| 6M | +34.1% | +27.6% | +6.5% | +25.5% |
| YTD | +25.2% | +32.4% | -7.2% | +15.5% |
| 1Y | +29.3% | +22.9% | +6.5% | +21.8% |
| 3Y | +83.4% | +43.1% | +40.3% | +61.4% |
| 5Y | +117.2% | -21.4% | +138.6% | +151.0% |
| All | +117.2% | -22.8% | +140.0% | +151.0% |
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