-51.1%
DOCS vs SPXU
-81.7%
+30.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +13.2% | -17.5% | +2.0% |
| 7D | -1.3% | +14.2% | -15.6% | +5.8% |
| 30D | +19.4% | +19.3% | +0.1% | +31.0% |
| 3M | +53.4% | +16.2% | +37.2% | +67.3% |
| 6M | +28.8% | -3.5% | +32.2% | +28.8% |
| YTD | -25.1% | -19.2% | -5.9% | -30.5% |
| 1Y | -48.1% | -20.7% | -27.5% | -52.1% |
| 3Y | +51.4% | -79.5% | +130.8% | -20.5% |
| 5Y | -51.1% | -81.7% | +30.6% | -66.8% |
| All | -51.1% | -81.7% | +30.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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