-43.1%
SIRI vs DOC
-24.5%
-18.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | +1.6% | -1.5% | +3.1% | +2.2% |
| 30D | -4.7% | -4.8% | +0.1% | -2.9% |
| 3M | +5.3% | +6.9% | -1.6% | +2.5% |
| 6M | +30.5% | +20.7% | +9.8% | +20.3% |
| YTD | +49.6% | +34.1% | +15.5% | +31.2% |
| 1Y | +28.5% | +22.6% | +5.9% | +17.0% |
| 3Y | -27.5% | +20.8% | -48.3% | -34.4% |
| All | -43.1% | -24.5% | -18.6% | -41.7% |
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