+16.5%
XYZ vs DOC
+6.9%
+9.6%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.1% | +12.2% | N/A |
| 7D | +16.5% | +8.7% | +7.8% | N/A |
| All | +16.5% | +6.9% | +9.6% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling