-37.0%
DOCS vs SIRI
+54.0%
-91.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | -2.6% | -1.6% | -3.6% |
| 30D | +8.6% | +22.2% | -13.6% | +4.0% |
| 3M | +27.2% | +14.1% | +13.2% | +23.3% |
| 6M | +26.5% | +22.5% | +4.0% | +22.0% |
| YTD | -25.0% | +67.9% | -92.9% | -31.9% |
| 1Y | -37.0% | +54.6% | -91.6% | -40.9% |
| All | -37.0% | +54.0% | -91.0% | -40.9% |
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