-54.2%
DOCS vs SPXU
-81.8%
+27.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.4% |
| 7D | -0.8% | +7.6% | -8.3% | +3.4% |
| 30D | +17.4% | +17.5% | -0.1% | +27.9% |
| 3M | +57.4% | +14.7% | +42.7% | +70.5% |
| 6M | +26.5% | -0.1% | +26.6% | +28.8% |
| YTD | -26.6% | -19.8% | -6.8% | -32.1% |
| 1Y | -48.1% | -23.7% | -24.3% | -53.0% |
| 3Y | +52.6% | -79.5% | +132.1% | -19.8% |
| All | -54.2% | -81.8% | +27.5% | -68.7% |
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