+16.8%
DOC vs SPY
+329.8%
-313.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +1.7% |
| 7D | +8.7% | -0.7% | +9.4% | +9.3% |
| 30D | +7.6% | -1.0% | +8.7% | +8.5% |
| 3M | -5.3% | -0.3% | -4.9% | -5.2% |
| 6M | +27.6% | +7.3% | +20.3% | +19.7% |
| YTD | +32.4% | +13.3% | +19.1% | +18.4% |
| 1Y | +22.9% | +14.8% | +8.1% | +8.6% |
| 3Y | +43.1% | +82.9% | -39.8% | -17.8% |
| 5Y | -21.4% | +75.6% | -97.0% | -53.5% |
| 10Y | +16.8% | +330.5% | -313.7% | -64.2% |
| All | +16.8% | +329.8% | -313.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling