+1,196.7%
DOC vs SUI
+4,037.5%
-2,840.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -1.5% | -2.8% | +1.4% | +0.5% |
| 30D | -4.8% | -1.2% | -3.6% | -4.1% |
| 3M | +6.9% | -1.7% | +8.6% | +7.8% |
| 6M | +20.7% | -10.5% | +31.2% | +29.6% |
| YTD | +34.1% | -1.8% | +36.0% | +34.8% |
| 1Y | +22.6% | -4.1% | +26.7% | +25.1% |
| 3Y | +20.8% | +11.3% | +9.6% | +8.3% |
| 5Y | -24.9% | -32.1% | +7.2% | -6.9% |
| 10Y | -1.8% | +110.4% | -112.3% | -43.4% |
| All | +1,196.7% | +4,037.5% | -2,840.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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