+44.3%
DOC vs SBAC
-7.5%
+51.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +1.4% |
| 7D | +8.7% | +5.8% | +2.9% | +6.9% |
| 30D | +7.6% | +20.8% | -13.2% | +1.8% |
| 3M | -5.3% | +4.8% | -10.0% | -6.8% |
| 6M | +27.6% | -9.1% | +36.7% | +30.9% |
| YTD | +32.4% | +3.1% | +29.3% | +29.3% |
| 1Y | +22.9% | +2.2% | +20.7% | +20.3% |
| All | +44.3% | -7.5% | +51.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling