+316.9%
SPYM vs DOC
-2.1%
+318.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | +13.1% | +20.7% | -7.7% | +5.4% |
| YTD | +13.6% | +34.1% | -20.5% | +2.0% |
| 1Y | +20.1% | +22.6% | -2.6% | +10.8% |
| 3Y | +77.6% | +20.8% | +56.7% | +61.6% |
| 5Y | +82.5% | -24.9% | +107.4% | +94.4% |
| All | +316.9% | -2.1% | +318.9% | +300.2% |
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