+36.0%
DOCS vs SIMO
+220.9%
-184.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.4% |
| 7D | -0.6% | -16.0% | +15.5% | -0.8% |
| 30D | +6.3% | -35.8% | +42.0% | +5.5% |
| 3M | +26.5% | -26.5% | +53.0% | +25.6% |
| 6M | +24.8% | -33.0% | +57.8% | +22.5% |
| YTD | -26.8% | +84.3% | -111.1% | -36.8% |
| 1Y | -38.3% | +82.0% | -120.3% | -46.7% |
| 3Y | +36.0% | +218.5% | -182.4% | -6.8% |
| All | +36.0% | +220.9% | -184.8% | -6.8% |
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