+279.6%
DOCT vs SPY
+146.1%
+133.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | +0.6% | -0.9% | +1.6% | +0.9% |
| 3M | +3.3% | +3.9% | -0.6% | +2.2% |
| 6M | +8.4% | +14.5% | -6.1% | +4.5% |
| YTD | +7.9% | +12.9% | -5.1% | +4.3% |
| 1Y | +12.3% | +19.4% | -7.1% | +7.1% |
| 3Y | +35.0% | +78.5% | -43.5% | +18.0% |
| 5Y | +47.4% | +81.8% | -34.4% | +25.2% |
| All | +279.6% | +146.1% | +133.5% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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