-54.2%
DOCS vs SITM
+42.2%
-96.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +17.4% | -19.5% | -5.7% |
| 7D | -0.8% | -6.7% | +6.0% | -0.1% |
| 30D | +17.4% | -37.3% | +54.7% | +28.1% |
| 3M | +57.4% | -39.4% | +96.7% | +71.2% |
| 6M | +26.5% | -33.1% | +59.7% | +28.0% |
| YTD | -26.6% | +18.0% | -44.6% | -38.3% |
| 1Y | -48.1% | +22.7% | -70.7% | -57.1% |
| 3Y | +52.6% | +283.8% | -231.2% | -24.4% |
| All | -54.2% | +42.2% | -96.5% | -72.9% |
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