+280.1%
DOCT vs SPY
+141.6%
+138.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -0.9% | -3.7% | +2.8% | +0.1% |
| 3M | +0.7% | -2.7% | +3.5% | +1.5% |
| 6M | +3.9% | +2.2% | +1.7% | +3.2% |
| YTD | +8.0% | +10.8% | -2.8% | +5.0% |
| 1Y | +8.9% | +11.2% | -2.4% | +5.7% |
| 3Y | +36.6% | +76.5% | -39.8% | +19.9% |
| 5Y | +45.8% | +72.9% | -27.2% | +22.6% |
| All | +280.1% | +141.6% | +138.5% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling