+8.9%
DOCS vs SYY
+24.3%
-15.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -1.4% | -2.3% | +0.9% | -1.4% |
| 30D | +21.8% | -4.9% | +26.8% | +21.8% |
| 3M | +27.3% | +8.4% | +18.9% | +27.3% |
| 6M | -0.3% | -7.4% | +7.0% | -0.2% |
| YTD | -40.5% | +11.0% | -51.5% | -41.3% |
| 1Y | -61.5% | -0.2% | -61.3% | -61.3% |
| All | +8.9% | +24.3% | -15.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling