-48.1%
DOCS vs SIRI
+51.9%
-99.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.6% |
| 7D | -0.8% | +12.6% | -13.4% | -3.3% |
| 30D | +17.4% | +25.9% | -8.5% | +11.8% |
| 3M | +57.4% | +10.3% | +47.0% | +53.9% |
| 6M | +26.5% | +24.8% | +1.8% | +21.7% |
| YTD | -26.6% | +68.6% | -95.2% | -33.2% |
| 1Y | -48.1% | +55.9% | -104.0% | -51.6% |
| All | -48.1% | +51.9% | -99.9% | -51.6% |
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