+3,094.0%
SPY vs DOC
+1,295.4%
+1,798.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +0.1% | -4.8% | +4.8% | +1.5% |
| 3M | +2.0% | +6.9% | -4.9% | -0.4% |
| 6M | +13.0% | +20.7% | -7.7% | +5.6% |
| YTD | +13.5% | +34.1% | -20.6% | +2.4% |
| 1Y | +20.0% | +22.6% | -2.7% | +11.0% |
| 3Y | +77.2% | +20.8% | +56.4% | +61.8% |
| 5Y | +81.9% | -24.9% | +106.7% | +91.3% |
| 10Y | +314.1% | -1.8% | +315.9% | +280.3% |
| All | +3,094.0% | +1,295.4% | +1,798.7% | +1,310.5% |
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