+63.6%
SU vs DOC
+21.6%
+42.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.7% | -0.9% | +2.6% | +1.5% |
| 30D | -7.9% | +7.7% | -15.6% | -6.0% |
| 3M | +7.5% | -2.0% | +9.6% | +7.4% |
| 6M | +7.2% | +5.9% | +1.4% | +9.2% |
| YTD | +60.9% | +31.8% | +29.1% | +70.4% |
| 1Y | +63.6% | +22.5% | +41.1% | +74.1% |
| All | +63.6% | +21.6% | +42.0% | +74.1% |
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