-39.1%
SIRI vs DOC
-21.4%
-17.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +12.6% | +6.5% | +6.1% | +10.0% |
| 30D | +25.9% | +9.2% | +16.7% | +21.7% |
| 3M | +10.3% | -2.5% | +12.8% | +11.3% |
| 6M | +24.8% | +7.1% | +17.7% | +21.2% |
| YTD | +68.6% | +33.0% | +35.6% | +48.0% |
| 1Y | +55.9% | +23.3% | +32.6% | +41.4% |
| 3Y | -22.3% | +44.9% | -67.3% | -35.3% |
| All | -39.1% | -21.4% | -17.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling