-67.4%
SKUU vs DOC
-4.7%
-62.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -9.1% |
| 7D | -28.8% | +4.3% | -33.1% | -22.0% |
| 30D | -46.3% | +9.2% | -55.5% | -33.3% |
| 3M | -23.8% | -0.8% | -22.9% | -20.9% |
| All | -67.4% | -4.7% | -62.7% | -68.5% |
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