+22.0%
SPGI vs DOC
+20.8%
+1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +8.4% | -4.8% | +13.2% | +9.7% |
| 3M | +11.8% | +6.9% | +4.9% | +10.0% |
| 6M | +5.7% | +20.7% | -15.0% | +0.7% |
| YTD | -9.7% | +34.1% | -43.8% | -16.7% |
| 1Y | -12.5% | +22.6% | -35.1% | -17.4% |
| All | +22.0% | +20.8% | +1.3% | +14.6% |
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