-48.1%
DOCS vs SYY
+7.3%
-55.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -1.7% |
| 7D | -0.8% | -7.3% | +6.5% | -2.1% |
| 30D | +17.4% | +0.1% | +17.3% | +17.7% |
| 3M | +57.4% | -8.9% | +66.2% | +54.6% |
| 6M | +26.5% | +5.5% | +21.0% | +29.2% |
| YTD | -26.6% | +6.6% | -33.1% | -23.5% |
| 1Y | -48.1% | +7.7% | -55.8% | -45.5% |
| All | -48.1% | +7.3% | -55.4% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling