+236.9%
W vs DOC
+14.9%
+222.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.1% |
| 7D | -5.6% | +6.2% | -11.8% | -9.4% |
| 30D | +7.5% | +6.5% | +1.1% | +2.8% |
| 3M | +5.4% | -6.2% | +11.6% | +9.8% |
| 6M | +79.4% | +25.6% | +53.8% | +50.8% |
| YTD | +12.9% | +32.1% | -19.2% | -9.3% |
| 1Y | +12.4% | +20.3% | -7.9% | -3.3% |
| 3Y | +128.5% | +42.7% | +85.8% | +76.2% |
| 5Y | -54.0% | -22.2% | -31.8% | -46.7% |
| All | +236.9% | +14.9% | +222.0% | +215.3% |
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