-21.4%
DOC vs SBAC
-39.7%
+18.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +0.8% |
| 7D | +8.7% | +5.8% | +2.9% | +6.3% |
| 30D | +7.6% | +20.8% | -13.2% | -0.3% |
| 3M | -5.3% | +4.8% | -10.0% | -7.4% |
| 6M | +27.6% | -9.1% | +36.7% | +31.5% |
| YTD | +32.4% | +3.1% | +29.3% | +27.4% |
| 1Y | +22.9% | +2.2% | +20.7% | +18.6% |
| 3Y | +43.1% | -8.4% | +51.5% | +42.9% |
| 5Y | -21.4% | -38.6% | +17.3% | -7.3% |
| All | -21.4% | -39.7% | +18.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling