-68.9%
XYZ vs DOC
-24.5%
-44.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.5% |
| 7D | -1.0% | -1.5% | +0.5% | +0.1% |
| 30D | -1.7% | -4.8% | +3.1% | +1.6% |
| 3M | +16.7% | +6.9% | +9.9% | +11.2% |
| 6M | +26.9% | +20.7% | +6.1% | +8.8% |
| YTD | +27.1% | +34.1% | -7.0% | +0.6% |
| 1Y | +9.3% | +22.6% | -13.4% | -8.1% |
| 3Y | +42.3% | +20.8% | +21.4% | +15.7% |
| All | -68.9% | -24.5% | -44.3% | -63.0% |
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