+75.3%
SAP vs DOC
-22.8%
+98.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.4% |
| 7D | +1.3% | +8.7% | -7.4% | -0.9% |
| 30D | +15.5% | +7.6% | +7.9% | +13.3% |
| 3M | +22.8% | -5.3% | +28.1% | +24.3% |
| 6M | +42.5% | +27.6% | +14.9% | +33.1% |
| YTD | +0.5% | +32.4% | -31.9% | -7.3% |
| 1Y | -5.9% | +22.9% | -28.8% | -11.5% |
| 3Y | +79.5% | +43.1% | +36.4% | +57.0% |
| 5Y | +75.3% | -21.4% | +96.7% | +91.0% |
| All | +75.3% | -22.8% | +98.1% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling