+33.0%
SPGI vs DOC
+43.2%
-10.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.6% | +6.2% | -3.7% | +1.2% |
| 30D | +19.3% | +6.5% | +12.8% | +17.5% |
| 3M | +15.5% | -6.2% | +21.7% | +17.0% |
| 6M | +18.3% | +25.6% | -7.2% | +12.2% |
| YTD | -3.8% | +32.1% | -35.9% | -10.2% |
| 1Y | +1.3% | +20.3% | -18.9% | -3.1% |
| All | +33.0% | +43.2% | -10.2% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling