-50.3%
DOCS vs SPYG
+103.2%
-153.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.8% |
| 30D | +21.8% | -0.4% | +22.3% | +22.7% |
| 3M | +27.3% | +0.5% | +26.7% | +25.5% |
| 6M | -0.3% | +17.5% | -17.8% | -19.2% |
| YTD | -40.5% | +14.3% | -54.8% | -50.4% |
| 1Y | -61.5% | +21.7% | -83.3% | -70.5% |
| 3Y | +8.2% | +98.6% | -90.4% | -57.7% |
| 5Y | -73.4% | +85.1% | -158.5% | -88.0% |
| All | -50.3% | +103.2% | -153.5% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling