-20.2%
DOCN vs SIMO
+184.3%
-204.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.6% | +2.4% | -3.6% |
| 7D | -20.0% | -16.9% | -3.2% | -14.5% |
| 30D | -38.8% | -35.4% | -3.4% | -28.3% |
| 3M | -34.8% | -31.9% | -2.9% | -26.7% |
| 6M | -22.8% | -19.3% | -3.5% | -19.5% |
| YTD | +74.6% | +98.5% | -23.9% | +20.7% |
| 1Y | +116.4% | +100.5% | +15.9% | +49.3% |
| 3Y | +239.3% | +254.1% | -14.8% | +81.6% |
| 5Y | -20.2% | +187.4% | -207.6% | -54.7% |
| All | -20.2% | +184.3% | -204.5% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling