-64.6%
XYZ vs DOC
-22.1%
-42.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.9% |
| 7D | +9.2% | +6.2% | +3.0% | +5.0% |
| 30D | +9.8% | +6.5% | +3.3% | +5.2% |
| 3M | -0.2% | -6.2% | +6.0% | +4.2% |
| 6M | +18.0% | +25.6% | -7.6% | -2.1% |
| YTD | +29.1% | +32.1% | -3.0% | +2.6% |
| 1Y | +14.1% | +20.3% | -6.2% | -2.7% |
| 3Y | +72.6% | +42.7% | +29.9% | +15.6% |
| 5Y | -64.6% | -22.2% | -42.4% | -54.1% |
| All | -64.6% | -22.1% | -42.5% | -54.1% |
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