+20.1%
SGOV vs DOCS
-36.0%
+56.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | +21.8% | -21.5% | +0.3% |
| 3M | +1.0% | +27.3% | -26.3% | +1.0% |
| 6M | +1.9% | -0.3% | +2.2% | +1.9% |
| YTD | +2.5% | -40.5% | +43.0% | +2.5% |
| 1Y | +3.8% | -61.5% | +65.4% | +3.8% |
| 3Y | +14.4% | +8.2% | +6.3% | +14.4% |
| 5Y | +20.1% | -73.4% | +93.5% | +20.1% |
| All | +20.1% | -36.0% | +56.1% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling