-73.2%
DOCS vs SM
+107.8%
-181.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +21.8% | +26.3% | -4.5% | +17.9% |
| 3M | +27.3% | +8.7% | +18.6% | +25.1% |
| 6M | -0.3% | +51.7% | -52.0% | -7.5% |
| YTD | -40.5% | +99.0% | -139.5% | -47.5% |
| 1Y | -61.5% | +34.6% | -96.1% | -63.8% |
| 3Y | +8.2% | -7.8% | +15.9% | +3.6% |
| All | -73.2% | +107.8% | -181.0% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling