-38.7%
DOCS vs SPYG
+87.6%
-126.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -3.0% |
| 7D | -0.8% | -3.6% | +2.9% | +3.2% |
| 30D | +17.4% | -11.2% | +28.6% | +33.4% |
| 3M | +57.4% | -8.1% | +65.4% | +72.3% |
| 6M | +26.5% | -3.3% | +29.8% | +28.4% |
| YTD | -26.6% | +5.5% | -32.1% | -33.4% |
| 1Y | -48.1% | +7.0% | -55.0% | -53.9% |
| 3Y | +52.6% | +89.5% | -36.9% | -38.1% |
| 5Y | -52.1% | +63.3% | -115.4% | -74.7% |
| All | -38.7% | +87.6% | -126.2% | -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