-6.4%
SAP vs DOCS
-49.1%
+42.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +11.1% | +17.4% | -6.3% | +7.6% |
| 3M | +17.0% | +57.4% | -40.3% | +6.1% |
| 6M | +34.8% | +26.5% | +8.3% | +25.9% |
| YTD | -2.2% | -26.6% | +24.4% | -5.3% |
| 1Y | -6.4% | -48.1% | +41.6% | -7.0% |
| All | -6.4% | -49.1% | +42.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling