-50.3%
DOCS vs SYY
+18.6%
-68.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -1.4% | -2.3% | +0.9% | -0.8% |
| 30D | +21.8% | -4.9% | +26.8% | +23.6% |
| 3M | +27.3% | +8.4% | +18.9% | +24.0% |
| 6M | -0.3% | -7.4% | +7.0% | +1.5% |
| YTD | -40.5% | +11.0% | -51.5% | -44.1% |
| 1Y | -61.5% | -0.2% | -61.3% | -62.2% |
| 3Y | +8.2% | +23.8% | -15.6% | -7.4% |
| 5Y | -73.4% | +18.1% | -91.6% | -76.0% |
| All | -50.3% | +18.6% | -68.9% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling