-38.8%
DOCS vs SIRI
-37.5%
-1.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.6% | +5.5% | -6.1% | -1.6% |
| 30D | +6.3% | +22.6% | -16.3% | +2.1% |
| 3M | +26.5% | +12.9% | +13.6% | +23.2% |
| 6M | +24.8% | +22.3% | +2.5% | +19.7% |
| YTD | -26.8% | +67.8% | -94.6% | -34.3% |
| 1Y | -38.3% | +54.6% | -92.9% | -43.7% |
| 3Y | +36.0% | -21.4% | +57.4% | +37.8% |
| 5Y | -55.0% | -39.2% | -15.8% | -47.2% |
| All | -38.8% | -37.5% | -1.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling