+8.9%
DOCS vs SIMO
+418.6%
-409.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.7% | -11.5% | -2.8% |
| 7D | -1.4% | +4.2% | -5.7% | -1.4% |
| 30D | +21.8% | +4.1% | +17.7% | +21.7% |
| 3M | +27.3% | -12.9% | +40.2% | +27.4% |
| 6M | -0.3% | +110.3% | -110.7% | -9.4% |
| YTD | -40.5% | +178.6% | -219.1% | -48.9% |
| 1Y | -61.5% | +220.0% | -281.5% | -67.7% |
| All | +8.9% | +418.6% | -409.6% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling