+564.9%
SPYG vs DOC
+608.8%
-43.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -0.4% | -4.8% | +4.3% | +0.9% |
| 3M | +0.5% | +6.9% | -6.3% | -1.7% |
| 6M | +17.5% | +20.7% | -3.3% | +10.0% |
| YTD | +14.3% | +34.1% | -19.8% | +3.6% |
| 1Y | +21.7% | +22.6% | -0.9% | +13.0% |
| 3Y | +98.6% | +20.8% | +77.8% | +81.8% |
| 5Y | +85.1% | -24.9% | +110.0% | +94.2% |
| 10Y | +412.0% | -1.8% | +413.9% | +371.8% |
| All | +564.9% | +608.8% | -43.9% | +229.1% |
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