-34.3%
SNDU vs DOC
+23.8%
-58.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +7.0% |
| 7D | -52.5% | +6.5% | -58.9% | -48.7% |
| 30D | -79.7% | +9.2% | -88.9% | -77.1% |
| 3M | -68.3% | -2.5% | -65.8% | -67.3% |
| 6M | -84.9% | +7.1% | -92.0% | -83.7% |
| All | -34.3% | +23.8% | -58.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling