+66.4%
DOCN vs SIMO
+188.7%
-122.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.4% | -1.5% | -10.5% |
| 7D | -29.3% | -31.4% | +2.1% | -18.7% |
| 30D | -46.0% | -45.2% | -0.9% | -33.0% |
| 3M | -43.2% | -36.5% | -6.7% | -34.3% |
| 6M | -53.7% | -34.2% | -19.5% | -48.1% |
| YTD | +46.9% | +69.9% | -23.0% | +11.0% |
| 1Y | +54.3% | +60.4% | -6.1% | +19.2% |
| 3Y | +185.5% | +203.1% | -17.6% | +71.2% |
| 5Y | -31.1% | +145.4% | -176.5% | -56.2% |
| All | +66.4% | +188.7% | -122.4% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling