+79.8%
SAP vs DOCS
-21.0%
+100.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +11.1% | +17.4% | -6.3% | +8.9% |
| 3M | +17.0% | +57.4% | -40.3% | +10.0% |
| 6M | +34.8% | +26.5% | +8.3% | +29.4% |
| YTD | -2.2% | -26.6% | +24.4% | -0.8% |
| 1Y | -6.4% | -48.1% | +41.6% | -1.8% |
| 3Y | +75.1% | +52.6% | +22.5% | +56.9% |
| 5Y | +69.8% | -52.1% | +121.9% | +62.3% |
| All | +79.8% | -21.0% | +100.8% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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