+14.8%
SPGI vs DOC
-22.8%
+37.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.2% | +2.2% |
| 7D | +7.2% | +8.7% | -1.5% | +4.0% |
| 30D | +23.2% | +7.6% | +15.6% | +19.9% |
| 3M | +17.0% | -5.3% | +22.3% | +19.1% |
| 6M | +20.4% | +27.6% | -7.2% | +9.0% |
| YTD | -1.9% | +32.4% | -34.3% | -13.0% |
| 1Y | +2.9% | +22.9% | -20.0% | -6.0% |
| 3Y | +36.2% | +43.1% | -6.9% | +11.9% |
| 5Y | +14.8% | -21.4% | +36.2% | +30.2% |
| All | +14.8% | -22.8% | +37.6% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling