+786.0%
SPYM vs DOC
+160.4%
+625.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -4.7% | +6.2% | -11.0% | -6.4% |
| 30D | -5.9% | +6.5% | -12.4% | -7.7% |
| 3M | -4.5% | -6.2% | +1.7% | -3.0% |
| 6M | +1.9% | +25.6% | -23.7% | -5.4% |
| YTD | +8.4% | +32.1% | -23.6% | -1.0% |
| 1Y | +9.4% | +20.3% | -10.8% | +2.5% |
| 3Y | +75.3% | +42.7% | +32.5% | +53.9% |
| 5Y | +67.9% | -22.2% | +90.1% | +74.0% |
| 10Y | +314.8% | +16.5% | +298.3% | +268.7% |
| All | +786.0% | +160.4% | +625.7% | +454.7% |
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