+55.8%
DOCS vs SPMO
+112.7%
-56.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -1.0% |
| 7D | -1.3% | -14.0% | +12.7% | +5.6% |
| 30D | +19.4% | -20.0% | +39.4% | +32.0% |
| 3M | +53.4% | -18.4% | +71.8% | +67.7% |
| 6M | +28.8% | -10.9% | +39.7% | +27.6% |
| YTD | -25.1% | +3.2% | -28.3% | -34.5% |
| 1Y | -48.1% | +3.1% | -51.3% | -54.8% |
| All | +55.8% | +112.7% | -56.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling