-64.8%
SPCH vs DOC
-0.1%
-64.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.7% | +16.1% | +17.5% |
| 7D | -3.0% | +6.5% | -9.5% | +3.7% |
| 30D | -39.8% | +9.2% | -49.0% | -32.8% |
| 3M | +16.8% | -2.5% | +19.3% | +18.4% |
| All | -64.8% | -0.1% | -64.6% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling