-38.0%
DOCS vs SPY
+90.0%
-128.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -2.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +7.8% | -3.3% | +11.1% | +13.0% |
| 3M | +20.0% | -2.4% | +22.4% | +24.2% |
| 6M | +26.5% | +2.6% | +24.0% | +21.1% |
| YTD | -25.8% | +11.2% | -37.0% | -37.4% |
| 1Y | -39.5% | +13.4% | -52.8% | -50.4% |
| 3Y | +60.3% | +79.9% | -19.6% | -36.8% |
| 5Y | -57.0% | +72.2% | -129.2% | -80.8% |
| All | -38.0% | +90.0% | -128.0% | -73.1% |
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