-50.3%
DOCS vs SCHG
+100.5%
-150.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.7% |
| 7D | -1.4% | -0.7% | -0.7% | -0.5% |
| 30D | +21.8% | +0.2% | +21.6% | +21.9% |
| 3M | +27.3% | +2.2% | +25.1% | +24.1% |
| 6M | -0.3% | +15.0% | -15.4% | -16.4% |
| YTD | -40.5% | +9.2% | -49.7% | -46.9% |
| 1Y | -61.5% | +15.7% | -77.3% | -68.2% |
| 3Y | +8.2% | +87.3% | -79.1% | -53.7% |
| 5Y | -73.4% | +84.5% | -157.9% | -87.8% |
| All | -50.3% | +100.5% | -150.8% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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