-19.6%
SIRI vs DOC
+1,030.2%
-1,049.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | -4.7% | -4.8% | +0.1% | -3.2% |
| 3M | +5.3% | +6.9% | -1.6% | +3.0% |
| 6M | +30.5% | +20.7% | +9.8% | +22.0% |
| YTD | +49.6% | +34.1% | +15.5% | +35.0% |
| 1Y | +28.5% | +22.6% | +5.9% | +19.1% |
| 3Y | -27.5% | +20.8% | -48.3% | -33.0% |
| 5Y | -44.7% | -24.9% | -19.8% | -41.5% |
| 10Y | -12.6% | -1.8% | -10.8% | -18.2% |
| All | -19.6% | +1,030.2% | -1,049.7% | -56.6% |
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 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