-73.2%
DOCS vs SU
+337.7%
-410.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -1.4% | +3.6% | -5.0% | -1.7% |
| 30D | +21.8% | +7.9% | +14.0% | +21.1% |
| 3M | +27.3% | +3.5% | +23.8% | +26.9% |
| 6M | -0.3% | +19.0% | -19.3% | -2.5% |
| YTD | -40.5% | +55.0% | -95.5% | -43.9% |
| 1Y | -61.5% | +71.2% | -132.8% | -64.3% |
| 3Y | +8.2% | +117.4% | -109.3% | -4.5% |
| All | -73.2% | +337.7% | -410.9% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling