+67.1%
SU vs DOC
+20.9%
+46.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.3% |
| 7D | -13.4% | +6.5% | -19.9% | -12.1% |
| 30D | +0.9% | +9.2% | -8.3% | +3.1% |
| 3M | +12.8% | -2.5% | +15.3% | +12.6% |
| 6M | +8.3% | +7.1% | +1.2% | +10.5% |
| YTD | +58.2% | +33.0% | +25.2% | +66.8% |
| 1Y | +67.1% | +23.3% | +43.9% | +78.0% |
| All | +67.1% | +20.9% | +46.2% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling