-22.2%
DOC vs SPY
+67.0%
-89.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +2.6% |
| 7D | +6.2% | -4.7% | +11.0% | +9.5% |
| 30D | +6.5% | -5.9% | +12.4% | +10.6% |
| 3M | -6.2% | -4.5% | -1.7% | -3.6% |
| 6M | +25.6% | +1.8% | +23.8% | +23.4% |
| YTD | +32.1% | +8.3% | +23.7% | +24.3% |
| 1Y | +20.3% | +9.3% | +10.9% | +12.4% |
| 3Y | +42.7% | +74.9% | -32.1% | -7.4% |
| 5Y | -22.2% | +67.3% | -89.4% | -49.2% |
| All | -22.2% | +67.0% | -89.2% | -49.2% |
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 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