-50.3%
DOCS vs SIRI
-44.3%
-6.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -2.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.8% |
| 30D | +21.8% | -4.7% | +26.5% | +22.9% |
| 3M | +27.3% | +5.3% | +22.0% | +26.0% |
| 6M | -0.3% | +30.5% | -30.9% | -5.7% |
| YTD | -40.5% | +49.6% | -90.1% | -45.3% |
| 1Y | -61.5% | +28.5% | -90.1% | -63.7% |
| 3Y | +8.2% | -27.5% | +35.6% | +10.7% |
| 5Y | -73.4% | -44.7% | -28.8% | -68.7% |
| All | -50.3% | -44.3% | -6.0% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling