+20.3%
DOC vs SBAC
+0.8%
+19.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +6.2% | +4.4% | +1.8% | +5.7% |
| 30D | +6.5% | +13.8% | -7.3% | +4.9% |
| 3M | -6.2% | +9.0% | -15.2% | -7.3% |
| 6M | +25.6% | -10.0% | +35.6% | +26.8% |
| YTD | +32.1% | +1.8% | +30.3% | +32.0% |
| 1Y | +20.3% | +1.1% | +19.2% | +20.4% |
| All | +20.3% | +0.8% | +19.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling