+19.2%
SPGI vs DOCS
-36.0%
+55.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.3% |
| 7D | +0.1% | -1.4% | +1.6% | +0.3% |
| 30D | +8.4% | +21.8% | -13.4% | +5.7% |
| 3M | +11.8% | +27.3% | -15.5% | +8.5% |
| 6M | +5.7% | -0.3% | +6.1% | +4.6% |
| YTD | -9.7% | -40.5% | +30.8% | -6.4% |
| 1Y | -12.5% | -61.5% | +49.1% | -6.0% |
| 3Y | +21.8% | +8.2% | +13.7% | +14.8% |
| 5Y | +8.2% | -73.4% | +81.6% | +4.9% |
| All | +19.2% | -36.0% | +55.1% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling