-57.0%
DOCS vs SITM
+63.2%
-120.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | -1.0% |
| 7D | 0.0% | +9.4% | -9.4% | -2.8% |
| 30D | +7.8% | -25.4% | +33.1% | +13.5% |
| 3M | +20.0% | -37.0% | +56.9% | +29.4% |
| 6M | +26.5% | -45.1% | +71.7% | +36.7% |
| YTD | -25.8% | +29.4% | -55.2% | -39.3% |
| 1Y | -39.5% | +39.8% | -79.3% | -51.9% |
| 3Y | +60.3% | +328.2% | -267.9% | -24.9% |
| 5Y | -57.0% | +87.4% | -144.4% | -76.1% |
| All | -57.0% | +63.2% | -120.3% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling