-73.2%
DOCS vs SPG
+102.5%
-175.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.1% |
| 7D | -1.4% | -2.4% | +1.0% | +0.2% |
| 30D | +21.8% | -6.8% | +28.7% | +27.8% |
| 3M | +27.3% | +2.7% | +24.6% | +24.9% |
| 6M | -0.3% | +5.5% | -5.8% | -4.6% |
| YTD | -40.5% | +15.7% | -56.2% | -46.8% |
| 1Y | -61.5% | +20.9% | -82.4% | -66.7% |
| 3Y | +8.2% | +112.4% | -104.2% | -38.1% |
| All | -73.2% | +102.5% | -175.7% | -84.5% |
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