-48.1%
DOCS vs SPG
+29.6%
-77.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -1.3% | +5.0% | -6.4% | -2.1% |
| 30D | +19.4% | +12.3% | +7.1% | +17.0% |
| 3M | +53.4% | +1.9% | +51.5% | +52.3% |
| 6M | +28.8% | +14.4% | +14.3% | +28.7% |
| YTD | -25.1% | +26.5% | -51.6% | -27.3% |
| 1Y | -48.1% | +30.7% | -78.8% | -51.0% |
| All | -48.1% | +29.6% | -77.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling