-54.2%
DOCS vs SPG
+74.6%
-128.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.6% |
| 7D | -0.8% | +4.9% | -5.7% | -3.9% |
| 30D | +17.4% | +15.6% | +1.8% | +6.4% |
| 3M | +57.4% | +4.1% | +53.3% | +53.1% |
| 6M | +26.5% | +13.6% | +13.0% | +15.3% |
| YTD | -26.6% | +27.5% | -54.1% | -39.2% |
| 1Y | -48.1% | +32.2% | -80.3% | -58.1% |
| 3Y | +52.6% | +126.0% | -73.4% | -19.9% |
| All | -54.2% | +74.6% | -128.8% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling