-63.1%
W vs DOC
-24.5%
-38.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +4.3% |
| 7D | -4.2% | -1.5% | -2.7% | -2.8% |
| 30D | -7.6% | -4.8% | -2.8% | -3.2% |
| 3M | +37.2% | +6.9% | +30.3% | +27.6% |
| 6M | +26.3% | +20.7% | +5.6% | +1.9% |
| YTD | -1.0% | +34.1% | -35.1% | -29.9% |
| 1Y | +20.1% | +22.6% | -2.6% | -7.5% |
| 3Y | +37.8% | +20.8% | +17.0% | +7.9% |
| All | -63.1% | -24.5% | -38.6% | -53.0% |
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