+225.5%
SU vs DOC
+15.7%
+209.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -13.4% | +6.5% | -19.9% | -15.4% |
| 30D | +0.9% | +9.2% | -8.3% | -2.4% |
| 3M | +12.8% | -2.5% | +15.3% | +13.2% |
| 6M | +8.3% | +7.1% | +1.2% | +4.7% |
| YTD | +58.2% | +33.0% | +25.2% | +38.3% |
| 1Y | +67.1% | +23.3% | +43.9% | +50.5% |
| 3Y | +125.6% | +44.9% | +80.7% | +84.2% |
| 5Y | +213.6% | -21.6% | +235.2% | +231.8% |
| All | +225.5% | +15.7% | +209.8% | +202.2% |
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