+342.0%
SU vs DOC
-24.5%
+366.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +3.6% | -1.5% | +5.0% | +3.9% |
| 30D | +7.9% | -4.8% | +12.6% | +8.9% |
| 3M | +3.5% | +6.9% | -3.4% | +1.8% |
| 6M | +19.0% | +20.7% | -1.8% | +13.4% |
| YTD | +55.0% | +34.1% | +20.8% | +42.9% |
| 1Y | +71.2% | +22.6% | +48.6% | +61.8% |
| 3Y | +117.4% | +20.8% | +96.6% | +104.8% |
| All | +342.0% | -24.5% | +366.5% | +399.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling