-87.1%
SNDQ vs DOC
+26.6%
-113.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -0.2% | +44.6% | +44.7% |
| 7D | +116.9% | +6.2% | +110.6% | +103.2% |
| 30D | +205.2% | +6.5% | +198.8% | +188.3% |
| 3M | +45.4% | -6.2% | +51.7% | +54.2% |
| 6M | -66.2% | +25.6% | -91.8% | -66.8% |
| All | -87.1% | +26.6% | -113.7% | -87.3% |
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 · 6 months rolling