+56.4%
SAP vs DOC
-24.5%
+80.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.9% | -1.5% | -1.4% | -2.5% |
| 30D | +9.0% | -4.8% | +13.8% | +10.3% |
| 3M | +14.9% | +6.9% | +8.1% | +13.0% |
| 6M | +11.9% | +20.7% | -8.8% | +6.2% |
| YTD | -9.9% | +34.1% | -44.1% | -17.2% |
| 1Y | -19.5% | +22.6% | -42.2% | -24.3% |
| 3Y | +61.8% | +20.8% | +41.0% | +51.7% |
| All | +56.4% | -24.5% | +80.9% | +69.2% |
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