+163.6%
W vs DOC
+7.8%
+155.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | -4.2% | -1.5% | -2.7% | -3.3% |
| 30D | -7.6% | -4.8% | -2.8% | -4.7% |
| 3M | +37.2% | +6.9% | +30.3% | +31.0% |
| 6M | +26.3% | +20.7% | +5.6% | +10.3% |
| YTD | -1.0% | +34.1% | -35.1% | -19.9% |
| 1Y | +20.1% | +22.6% | -2.6% | +2.5% |
| 3Y | +37.8% | +20.8% | +17.0% | +20.5% |
| 5Y | -63.7% | -24.9% | -38.8% | -57.5% |
| 10Y | +156.3% | -1.8% | +158.2% | +142.8% |
| All | +163.6% | +7.8% | +155.8% | +147.5% |
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