+545.3%
SPYG vs DOC
+599.5%
-54.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.3% |
| 7D | -2.8% | +8.7% | -11.5% | -5.2% |
| 30D | -6.2% | +7.6% | -13.8% | -8.4% |
| 3M | -3.6% | -5.3% | +1.7% | -2.3% |
| 6M | +4.8% | +27.6% | -22.8% | -3.6% |
| YTD | +11.0% | +32.4% | -21.4% | +0.7% |
| 1Y | +11.2% | +22.9% | -11.6% | +3.1% |
| 3Y | +100.2% | +43.1% | +57.1% | +74.1% |
| 5Y | +71.7% | -21.4% | +93.1% | +77.5% |
| 10Y | +420.7% | +16.8% | +403.9% | +355.7% |
| All | +545.3% | +599.5% | -54.3% | +219.9% |
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