+39.3%
DOCS vs SIMO
-23.4%
+62.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.6% | +15.9% | +4.6% |
| 7D | +1.2% | -16.9% | +18.1% | -1.7% |
| 30D | +21.3% | -35.4% | +56.7% | +12.2% |
| 3M | +58.4% | -31.9% | +90.3% | +51.1% |
| 6M | +39.3% | -19.3% | +58.6% | +41.0% |
| All | +39.3% | -23.4% | +62.7% | +41.0% |
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