+39.6%
DOCS vs SPMO
+124.5%
-84.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.1% |
| 7D | +2.6% | +6.3% | -3.8% | -0.2% |
| 30D | +11.4% | -8.9% | +20.3% | +15.9% |
| 3M | +25.4% | -13.2% | +38.6% | +32.8% |
| 6M | +42.5% | -9.3% | +51.8% | +43.2% |
| YTD | -24.7% | +11.6% | -36.3% | -36.2% |
| 1Y | -32.9% | +13.4% | -46.3% | -44.1% |
| 3Y | +39.6% | +122.9% | -83.3% | -34.3% |
| All | +39.6% | +124.5% | -84.9% | -34.3% |
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