+734.5%
DOC vs SBAC
+2,208.1%
-1,473.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -4.8% | +6.9% | -11.7% | -5.8% |
| 3M | +6.9% | -8.2% | +15.1% | +8.1% |
| 6M | +20.7% | -1.6% | +22.4% | +20.3% |
| YTD | +34.1% | -0.1% | +34.3% | +33.2% |
| 1Y | +22.6% | -0.5% | +23.1% | +21.8% |
| 3Y | +20.8% | -9.1% | +29.9% | +21.4% |
| 5Y | -24.9% | -43.8% | +18.9% | -19.3% |
| 10Y | -1.8% | +80.5% | -82.3% | -9.0% |
| All | +734.5% | +2,208.1% | -1,473.6% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling