+65,537.7%
SU vs DOC
+2,934.4%
+62,603.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.8% |
| 7D | -7.1% | +8.7% | -15.8% | -10.5% |
| 30D | +4.8% | +7.6% | -2.9% | +1.2% |
| 3M | +12.5% | -5.3% | +17.8% | +14.3% |
| 6M | +6.5% | +27.6% | -21.2% | -6.7% |
| YTD | +65.8% | +32.4% | +33.4% | +42.0% |
| 1Y | +86.2% | +22.9% | +63.3% | +64.5% |
| 3Y | +135.4% | +43.1% | +92.3% | +89.0% |
| 5Y | +236.1% | -21.4% | +257.5% | +246.1% |
| 10Y | +250.8% | +16.8% | +233.9% | +186.6% |
| All | +65,537.7% | +2,934.4% | +62,603.3% | +3,456.0% |
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 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