-38.0%
DOCS vs SU
+231.6%
-269.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | 0.0% | -10.6% | +10.6% | +0.8% |
| 30D | +7.8% | -6.6% | +14.4% | +8.2% |
| 3M | +20.0% | +12.9% | +7.0% | +18.5% |
| 6M | +26.5% | +6.7% | +19.8% | +25.3% |
| YTD | -25.8% | +55.2% | -81.0% | -30.3% |
| 1Y | -39.5% | +61.5% | -101.0% | -43.5% |
| 3Y | +60.3% | +128.7% | -68.4% | +40.1% |
| 5Y | -57.0% | +210.8% | -267.9% | -63.4% |
| All | -38.0% | +231.6% | -269.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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