+12.0%
DOCS vs SKUU
-2.2%
+14.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.6% | -16.9% | -6.5% |
| 7D | -7.3% | +31.4% | -38.8% | -5.1% |
| 30D | -10.9% | +71.7% | -82.5% | -6.3% |
| All | +12.0% | -2.2% | +14.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling