-12.5%
SPGI vs DOC
+23.9%
-36.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +8.4% | -4.8% | +13.2% | +8.9% |
| 3M | +11.8% | +6.9% | +4.9% | +11.4% |
| 6M | +5.7% | +20.7% | -15.0% | +4.8% |
| YTD | -9.7% | +34.1% | -43.8% | -11.2% |
| 1Y | -12.5% | +22.6% | -35.1% | -12.7% |
| All | -12.5% | +23.9% | -36.3% | -12.7% |
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 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 · 6 months rolling