-37.4%
DOCS vs SPY
+85.0%
-122.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | +1.9% |
| 7D | -1.3% | -4.7% | +3.4% | +5.6% |
| 30D | +19.4% | -5.9% | +25.3% | +30.1% |
| 3M | +53.4% | -4.5% | +57.9% | +64.2% |
| 6M | +28.8% | +1.8% | +27.0% | +24.4% |
| YTD | -25.1% | +8.3% | -33.4% | -34.3% |
| 1Y | -48.1% | +9.3% | -57.5% | -55.3% |
| 3Y | +51.4% | +74.9% | -23.5% | -37.9% |
| 5Y | -51.1% | +67.3% | -118.4% | -77.3% |
| All | -37.4% | +85.0% | -122.4% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling