+3,415.8%
SITM vs DOC
-14.7%
+3,430.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +8.5% |
| 7D | +9.4% | +5.9% | +3.5% | +5.6% |
| 30D | -25.4% | +10.3% | -35.6% | -30.4% |
| 3M | -37.0% | -2.2% | -34.8% | -36.8% |
| 6M | -45.1% | +8.2% | -53.3% | -49.4% |
| YTD | +29.4% | +35.4% | -6.0% | +1.1% |
| 1Y | +39.8% | +23.6% | +16.2% | +15.6% |
| 3Y | +328.2% | +57.3% | +271.0% | +188.2% |
| 5Y | +87.4% | -19.6% | +107.0% | +105.0% |
| All | +3,415.8% | -14.7% | +3,430.5% | +3,120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling