-1.4%
SKDD vs DOC
-4.7%
+3.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +9.0% |
| 7D | +26.0% | +4.3% | +21.6% | +14.2% |
| 30D | +35.0% | +9.2% | +25.9% | +14.5% |
| 3M | -31.0% | -0.8% | -30.2% | -30.5% |
| All | -1.4% | -4.7% | +3.2% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling