-52.9%
DOCS vs SITM
+73.6%
-126.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.6% |
| 7D | +2.6% | +6.6% | -4.1% | +1.0% |
| 30D | +11.4% | -15.3% | +26.7% | +14.1% |
| 3M | +25.4% | -35.4% | +60.8% | +34.2% |
| 6M | +42.5% | -46.8% | +89.3% | +55.1% |
| YTD | -24.7% | +25.9% | -50.6% | -38.0% |
| 1Y | -32.9% | +54.0% | -86.9% | -48.3% |
| 3Y | +39.6% | +315.6% | -276.0% | -33.8% |
| All | -52.9% | +73.6% | -126.5% | -73.2% |
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