+227.6%
W vs DOC
+6.4%
+221.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.9% | +9.0% |
| 7D | +8.4% | +8.7% | -0.4% | +2.8% |
| 30D | +16.5% | +7.6% | +8.9% | +10.9% |
| 3M | +6.4% | -5.3% | +11.7% | +9.8% |
| 6M | +90.5% | +27.6% | +62.9% | +60.2% |
| YTD | +23.1% | +32.4% | -9.3% | +0.1% |
| 1Y | +24.3% | +22.9% | +1.4% | +6.4% |
| 3Y | +149.0% | +43.1% | +105.9% | +95.5% |
| 5Y | -51.7% | -21.4% | -30.3% | -44.6% |
| 10Y | +280.1% | +16.8% | +263.2% | +235.9% |
| All | +227.6% | +6.4% | +221.2% | +209.4% |
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