+1,282.5%
DOC vs SPY
+3,091.8%
-1,809.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -4.8% | +0.1% | -4.8% | -4.8% |
| 3M | +6.9% | +2.0% | +4.9% | +4.7% |
| 6M | +20.7% | +13.0% | +7.7% | +8.6% |
| YTD | +34.1% | +13.5% | +20.6% | +20.1% |
| 1Y | +22.6% | +20.0% | +2.7% | +4.6% |
| 3Y | +20.8% | +77.2% | -56.4% | -26.9% |
| 5Y | -24.9% | +81.9% | -106.7% | -56.1% |
| 10Y | -1.8% | +314.1% | -315.9% | -71.1% |
| All | +1,282.5% | +3,091.8% | -1,809.3% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling