+308.3%
SPYM vs DOC
+15.7%
+292.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.7% | +6.5% | -9.2% | -4.6% |
| 30D | -5.4% | +9.2% | -14.5% | -8.0% |
| 3M | -4.1% | -2.5% | -1.6% | -3.5% |
| 6M | +0.8% | +7.1% | -6.3% | -2.0% |
| YTD | +8.8% | +33.0% | -24.2% | -2.3% |
| 1Y | +11.0% | +23.3% | -12.3% | +2.2% |
| 3Y | +75.5% | +44.9% | +30.6% | +49.7% |
| 5Y | +68.4% | -21.6% | +90.0% | +76.6% |
| All | +308.3% | +15.7% | +292.6% | +272.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling