+82.7%
SAP vs DOCS
+50.6%
+32.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.0% |
| 7D | +4.0% | -1.3% | +5.4% | +4.2% |
| 30D | +15.7% | +19.4% | -3.7% | +13.3% |
| 3M | +23.4% | +53.4% | -30.0% | +16.7% |
| 6M | +41.3% | +28.8% | +12.5% | +35.4% |
| YTD | +2.0% | -25.1% | +27.1% | +1.6% |
| 1Y | -5.1% | -48.1% | +43.1% | -3.0% |
| All | +82.7% | +50.6% | +32.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling