+8.9%
DOCS vs SM
-7.7%
+16.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +21.8% | +26.3% | -4.5% | +18.7% |
| 3M | +27.3% | +8.7% | +18.6% | +25.9% |
| 6M | -0.3% | +51.7% | -52.0% | -6.6% |
| YTD | -40.5% | +99.0% | -139.5% | -46.9% |
| 1Y | -61.5% | +34.6% | -96.1% | -63.1% |
| All | +8.9% | -7.7% | +16.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling