+55.8%
DOCS vs SITM
+214.9%
-159.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.0% | +7.7% | -2.9% |
| 7D | -1.3% | -27.3% | +25.9% | +2.1% |
| 30D | +19.4% | -50.1% | +69.5% | +28.8% |
| 3M | +53.4% | -34.6% | +88.0% | +58.5% |
| 6M | +28.8% | -40.5% | +69.3% | +31.4% |
| YTD | -25.1% | +0.5% | -25.6% | -31.6% |
| 1Y | -48.1% | +27.2% | -75.4% | -55.3% |
| All | +55.8% | +214.9% | -159.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling