+53.9%
DOCN vs SIMO
+77.7%
-23.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | -12.1% | -16.0% | +3.9% | -6.5% |
| 30D | -41.0% | -35.8% | -5.3% | -32.0% |
| 3M | -38.7% | -26.5% | -12.2% | -32.8% |
| 6M | -51.5% | -33.0% | -18.5% | -45.9% |
| YTD | +65.3% | +84.3% | -19.1% | +33.0% |
| 1Y | +53.9% | +82.0% | -28.1% | +24.3% |
| All | +53.9% | +77.7% | -23.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling