-54.2%
DOCS vs SPY
+67.4%
-121.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.5% |
| 7D | -0.8% | -2.7% | +1.9% | +3.1% |
| 30D | +17.4% | -5.4% | +22.8% | +26.9% |
| 3M | +57.4% | -4.1% | +61.4% | +67.3% |
| 6M | +26.5% | +0.7% | +25.8% | +24.2% |
| YTD | -26.6% | +8.7% | -35.2% | -36.0% |
| 1Y | -48.1% | +10.9% | -58.9% | -56.1% |
| 3Y | +52.6% | +75.0% | -22.4% | -37.8% |
| All | -54.2% | +67.4% | -121.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling