+13,845.6%
SPGI vs DOC
+2,974.4%
+10,871.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +8.4% | -4.8% | +13.2% | +10.2% |
| 3M | +11.8% | +6.9% | +4.9% | +9.1% |
| 6M | +5.7% | +20.7% | -15.0% | -2.0% |
| YTD | -9.7% | +34.1% | -43.8% | -19.4% |
| 1Y | -12.5% | +22.6% | -35.1% | -19.7% |
| 3Y | +21.8% | +20.8% | +1.0% | +10.4% |
| 5Y | +8.2% | -24.9% | +33.0% | +15.1% |
| 10Y | +309.5% | -1.8% | +311.3% | +277.1% |
| All | +13,845.6% | +2,974.4% | +10,871.3% | +6,017.5% |
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