+20.9%
DOC vs SUNB
-5.1%
+25.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | -1.5% | -6.3% | +4.8% | -1.2% |
| 30D | -4.8% | -14.2% | +9.4% | -4.2% |
| 3M | +6.9% | -14.7% | +21.6% | +7.6% |
| 6M | +20.7% | -7.9% | +28.7% | +20.6% |
| All | +20.9% | -5.1% | +25.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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