-37.6%
SIRI vs DOC
-22.1%
-15.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +15.9% | +6.2% | +9.6% | +13.3% |
| 30D | +26.0% | +6.5% | +19.6% | +23.0% |
| 3M | +9.2% | -6.2% | +15.4% | +11.8% |
| 6M | +28.3% | +25.6% | +2.7% | +16.2% |
| YTD | +71.5% | +32.1% | +39.4% | +50.9% |
| 1Y | +55.0% | +20.3% | +34.7% | +42.1% |
| 3Y | -24.4% | +42.7% | -67.2% | -36.6% |
| 5Y | -37.6% | -22.2% | -15.4% | -35.4% |
| All | -37.6% | -22.1% | -15.5% | -35.4% |
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