-51.1%
DOCS vs SYY
+8.4%
-59.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.6% |
| 7D | -1.3% | -8.8% | +7.5% | +1.2% |
| 30D | +19.4% | -2.9% | +22.2% | +20.2% |
| 3M | +53.4% | -10.7% | +64.1% | +58.2% |
| 6M | +28.8% | +4.0% | +24.8% | +26.4% |
| YTD | -25.1% | +4.3% | -29.4% | -28.7% |
| 1Y | -48.1% | +5.0% | -53.2% | -50.9% |
| 3Y | +51.4% | +21.1% | +30.3% | +26.8% |
| 5Y | -51.1% | +5.0% | -56.1% | -55.9% |
| All | -51.1% | +8.4% | -59.5% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling