-37.4%
DOCS vs SYY
+13.8%
-51.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +0.1% | +1.3% | -1.3% | -0.4% |
| 30D | +8.7% | -3.5% | +12.2% | +9.6% |
| 3M | +32.9% | -9.3% | +42.2% | +36.3% |
| 6M | +25.5% | +5.9% | +19.6% | +22.6% |
| YTD | -25.0% | +6.5% | -31.5% | -28.9% |
| 1Y | -34.9% | +4.0% | -38.9% | -37.6% |
| 3Y | +39.3% | +23.0% | +16.4% | +18.1% |
| 5Y | -54.8% | +14.3% | -69.2% | -58.5% |
| All | -37.4% | +13.8% | -51.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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