+254.1%
SIMO vs DOC
+43.5%
+210.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -9.9% |
| 7D | -16.9% | +8.7% | -25.6% | -17.6% |
| 30D | -35.4% | +7.6% | -43.0% | -36.0% |
| 3M | -31.9% | -5.3% | -26.6% | -31.1% |
| 6M | -19.3% | +27.6% | -46.9% | -25.4% |
| YTD | +98.5% | +32.4% | +66.1% | +81.5% |
| 1Y | +100.5% | +22.9% | +77.7% | +87.1% |
| All | +254.1% | +43.5% | +210.6% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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