-53.7%
DOCN vs SIMO
-32.4%
-21.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.4% | -1.5% | -9.4% |
| 7D | -29.3% | -31.4% | +2.1% | -16.6% |
| 30D | -46.0% | -45.2% | -0.9% | -30.9% |
| 3M | -43.2% | -36.5% | -6.7% | -33.3% |
| 6M | -53.7% | -34.2% | -19.5% | -45.6% |
| All | -53.7% | -32.4% | -21.4% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling