+5,256.9%
SPG vs DOC
+1,208.6%
+4,048.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.4% |
| 7D | -2.4% | -1.5% | -0.9% | -1.3% |
| 30D | -6.8% | -4.8% | -2.1% | -3.6% |
| 3M | +2.7% | +6.9% | -4.2% | -2.6% |
| 6M | +5.5% | +20.7% | -15.3% | -10.7% |
| YTD | +15.7% | +34.1% | -18.4% | -9.9% |
| 1Y | +20.9% | +22.6% | -1.8% | +0.1% |
| 3Y | +112.4% | +20.8% | +91.6% | +71.8% |
| 5Y | +101.4% | -24.9% | +126.2% | +131.5% |
| 10Y | +60.6% | -1.8% | +62.5% | +50.0% |
| All | +5,256.9% | +1,208.6% | +4,048.3% | +1,637.8% |
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