-48.1%
DOCS vs SM
+64.6%
-112.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -4.9% |
| 7D | -1.3% | -25.1% | +23.8% | -4.6% |
| 30D | +19.4% | -15.6% | +35.0% | +17.0% |
| 3M | +53.4% | +2.7% | +50.7% | +53.7% |
| 6M | +28.8% | -3.8% | +32.6% | +28.7% |
| YTD | -25.1% | +61.8% | -86.9% | -16.6% |
| 1Y | -48.1% | +71.4% | -119.5% | -43.2% |
| All | -48.1% | +64.6% | -112.8% | -43.2% |
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