+494.7%
SPMO vs DOC
+2.8%
+491.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.6% |
| 7D | -8.9% | +8.7% | -17.6% | -10.9% |
| 30D | -13.8% | +7.6% | -21.4% | -15.6% |
| 3M | -12.5% | -5.3% | -7.3% | -11.5% |
| 6M | -1.5% | +27.6% | -29.1% | -8.7% |
| YTD | +11.3% | +32.4% | -21.1% | +1.8% |
| 1Y | +11.5% | +22.9% | -11.4% | +4.0% |
| 3Y | +130.0% | +43.1% | +86.9% | +102.1% |
| 5Y | +114.8% | -21.4% | +136.2% | +122.3% |
| 10Y | +454.3% | +16.8% | +437.5% | +414.9% |
| All | +494.7% | +2.8% | +491.9% | +453.2% |
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 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