-47.3%
DOCS vs SITM
+47.5%
-94.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.4% | +15.7% | +6.2% |
| 7D | +1.2% | -19.5% | +20.8% | +1.0% |
| 30D | +21.3% | -43.2% | +64.5% | +20.6% |
| 3M | +58.4% | -30.8% | +89.2% | +58.3% |
| 6M | +39.3% | -28.6% | +67.9% | +37.5% |
| YTD | -21.7% | +14.2% | -35.9% | -25.2% |
| 1Y | -47.3% | +44.4% | -91.7% | -52.4% |
| All | -47.3% | +47.5% | -94.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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