-37.1%
DOCS vs SPYG
+92.0%
-129.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.4% |
| 7D | +2.6% | +2.3% | +0.2% | -0.1% |
| 30D | +11.4% | -6.5% | +17.9% | +19.6% |
| 3M | +25.4% | -6.8% | +32.2% | +35.0% |
| 6M | +42.5% | -3.1% | +45.7% | +44.9% |
| YTD | -24.7% | +8.0% | -32.7% | -33.5% |
| 1Y | -32.9% | +10.2% | -43.2% | -42.4% |
| 3Y | +39.6% | +91.0% | -51.4% | -43.8% |
| 5Y | -54.6% | +67.7% | -122.4% | -76.8% |
| All | -37.1% | +92.0% | -129.1% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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