-47.3%
DOCS vs SM
+70.4%
-117.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -15.3% | +21.6% | +4.4% |
| 7D | +1.2% | -21.5% | +22.7% | -1.4% |
| 30D | +21.3% | -11.4% | +32.7% | +19.6% |
| 3M | +58.4% | +0.6% | +57.8% | +58.6% |
| 6M | +39.3% | +0.2% | +39.0% | +39.9% |
| YTD | -21.7% | +69.7% | -91.4% | -13.5% |
| 1Y | -47.3% | +71.6% | -118.9% | -42.2% |
| All | -47.3% | +70.4% | -117.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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