+87.1%
DOCN vs SIMO
+213.2%
-126.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | -12.1% | -16.0% | +3.9% | -5.9% |
| 30D | -41.0% | -35.8% | -5.3% | -30.7% |
| 3M | -38.7% | -26.5% | -12.2% | -32.3% |
| 6M | -51.5% | -33.0% | -18.5% | -46.1% |
| YTD | +65.3% | +84.3% | -19.1% | +21.2% |
| 1Y | +53.9% | +82.0% | -28.1% | +13.5% |
| 3Y | +215.6% | +218.5% | -2.9% | +85.4% |
| 5Y | -26.2% | +175.0% | -201.2% | -54.6% |
| All | +87.1% | +213.2% | -126.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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