-38.3%
DOCS vs SIRI
+54.0%
-92.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.6% | +5.5% | -6.1% | -1.8% |
| 30D | +6.3% | +22.6% | -16.3% | +1.7% |
| 3M | +26.5% | +12.9% | +13.6% | +22.9% |
| 6M | +24.8% | +22.3% | +2.5% | +20.4% |
| YTD | -26.8% | +67.8% | -94.6% | -33.5% |
| 1Y | -38.3% | +54.6% | -92.9% | -42.1% |
| All | -38.3% | +54.0% | -92.3% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling