+723.6%
DOC vs SBAC
+2,281.7%
-1,558.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +2.2% |
| 7D | +8.7% | +5.8% | +2.9% | +7.8% |
| 30D | +7.6% | +20.8% | -13.2% | +4.5% |
| 3M | -5.3% | +4.8% | -10.0% | -6.1% |
| 6M | +27.6% | -9.1% | +36.7% | +29.0% |
| YTD | +32.4% | +3.1% | +29.3% | +30.7% |
| 1Y | +22.9% | +2.2% | +20.7% | +21.4% |
| 3Y | +43.1% | -8.4% | +51.5% | +43.4% |
| 5Y | -21.4% | -38.6% | +17.3% | -16.7% |
| 10Y | +16.8% | +103.6% | -86.8% | +6.5% |
| All | +723.6% | +2,281.7% | -1,558.1% | +482.2% |
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