+9.3%
SPY vs DOC
+21.7%
-12.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -4.7% | +6.2% | -11.0% | -5.1% |
| 30D | -5.9% | +6.5% | -12.4% | -6.3% |
| 3M | -4.5% | -6.2% | +1.7% | -4.0% |
| 6M | +1.8% | +25.6% | -23.8% | -0.8% |
| YTD | +8.3% | +32.1% | -23.7% | +5.2% |
| 1Y | +9.3% | +20.3% | -10.9% | +7.4% |
| All | +9.3% | +21.7% | -12.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling