+82.7%
SAP vs DOC
+43.2%
+39.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.0% | +6.2% | -2.2% | +3.0% |
| 30D | +15.7% | +6.5% | +9.2% | +14.5% |
| 3M | +23.4% | -6.2% | +29.6% | +24.5% |
| 6M | +41.3% | +25.6% | +15.7% | +36.1% |
| YTD | +2.0% | +32.1% | -30.1% | -2.7% |
| 1Y | -5.1% | +20.3% | -25.4% | -8.0% |
| All | +82.7% | +43.2% | +39.5% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling