-21.4%
DOC vs SPY
+76.2%
-97.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.0% |
| 7D | +8.7% | -0.7% | +9.4% | +9.2% |
| 30D | +7.6% | -1.0% | +8.7% | +8.3% |
| 3M | -5.3% | -0.3% | -4.9% | -5.2% |
| 6M | +27.6% | +7.3% | +20.3% | +21.2% |
| YTD | +32.4% | +13.3% | +19.1% | +21.1% |
| 1Y | +22.9% | +14.8% | +8.1% | +11.3% |
| 3Y | +43.1% | +82.9% | -39.8% | -9.8% |
| 5Y | -21.4% | +75.6% | -97.0% | -50.3% |
| All | -21.4% | +76.2% | -97.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling