-89.4%
SNDQ vs DOC
+29.7%
-119.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +1.8% | -13.9% | -14.2% |
| 7D | +23.4% | +5.9% | +17.5% | +15.2% |
| 30D | +128.3% | +10.3% | +118.0% | +106.8% |
| 3M | -2.6% | -2.2% | -0.4% | -1.1% |
| 6M | -62.1% | +8.2% | -70.3% | -62.0% |
| All | -89.4% | +29.7% | -119.2% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling