+3,365.1%
SIMO vs DOC
+170.5%
+3,194.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.3% |
| 7D | +4.2% | -1.5% | +5.7% | +4.7% |
| 30D | +4.1% | -4.8% | +8.9% | +5.7% |
| 3M | -12.9% | +6.9% | -19.8% | -15.5% |
| 6M | +110.3% | +20.7% | +89.6% | +94.9% |
| YTD | +178.6% | +34.1% | +144.4% | +149.0% |
| 1Y | +220.0% | +22.6% | +197.3% | +194.4% |
| 3Y | +409.0% | +20.8% | +388.2% | +362.3% |
| 5Y | +277.3% | -24.9% | +302.2% | +296.4% |
| 10Y | +506.6% | -1.8% | +508.4% | +439.7% |
| All | +3,365.1% | +170.5% | +3,194.6% | +1,744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling