+5,807.1%
SPG vs DOC
+1,191.6%
+4,615.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +0.6% |
| 7D | +8.2% | +8.7% | -0.6% | +1.6% |
| 30D | +13.5% | +7.6% | +5.8% | +7.3% |
| 3M | +2.2% | -5.3% | +7.5% | +5.9% |
| 6M | +15.9% | +27.6% | -11.7% | -5.9% |
| YTD | +27.6% | +32.4% | -4.8% | 0.0% |
| 1Y | +30.9% | +22.9% | +8.1% | +8.3% |
| 3Y | +124.5% | +43.1% | +81.4% | +60.2% |
| 5Y | +79.9% | -21.4% | +101.2% | +99.5% |
| 10Y | +112.9% | +16.8% | +96.1% | +74.3% |
| All | +5,807.1% | +1,191.6% | +4,615.5% | +1,829.7% |
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