+2.9%
SPGI vs DOCS
-47.4%
+50.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -3.0% | +2.2% |
| 7D | +7.2% | +1.2% | +6.0% | +6.9% |
| 30D | +23.2% | +21.3% | +1.9% | +19.0% |
| 3M | +17.0% | +58.4% | -41.4% | +7.3% |
| 6M | +20.4% | +39.3% | -18.9% | +12.3% |
| YTD | -1.9% | -21.7% | +19.8% | -1.8% |
| 1Y | +2.9% | -47.3% | +50.2% | +3.5% |
| All | +2.9% | -47.4% | +50.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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