-7.9%
SKDD vs DOC
-3.7%
-4.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.8% | -13.0% | -14.7% |
| 7D | +12.2% | +5.9% | +6.3% | -1.1% |
| 30D | +26.1% | +10.3% | +15.9% | +5.0% |
| 3M | -33.1% | -2.2% | -30.9% | -29.3% |
| All | -7.9% | -3.7% | -4.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling