+228.9%
SAP vs DOC
+19.9%
+209.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.3% |
| 7D | +1.3% | +8.7% | -7.4% | -1.2% |
| 30D | +15.5% | +7.6% | +7.9% | +13.0% |
| 3M | +22.8% | -5.3% | +28.1% | +24.5% |
| 6M | +42.5% | +27.6% | +14.9% | +31.4% |
| YTD | +0.5% | +32.4% | -31.9% | -8.6% |
| 1Y | -5.9% | +22.9% | -28.8% | -12.5% |
| 3Y | +79.5% | +43.1% | +36.4% | +55.6% |
| 5Y | +75.3% | -21.4% | +96.7% | +83.6% |
| 10Y | +228.9% | +16.8% | +212.0% | +197.1% |
| All | +228.9% | +19.9% | +209.0% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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