+3,107.0%
SITM vs DOC
-16.2%
+3,123.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.7% | +16.7% | +17.0% |
| 7D | -6.7% | +6.5% | -13.2% | -10.5% |
| 30D | -37.3% | +9.2% | -46.5% | -41.2% |
| 3M | -39.4% | -2.5% | -36.9% | -39.1% |
| 6M | -33.1% | +7.1% | -40.2% | -38.0% |
| YTD | +18.0% | +33.0% | -15.0% | -6.8% |
| 1Y | +22.7% | +23.3% | -0.6% | +1.3% |
| 3Y | +283.8% | +44.9% | +238.9% | +173.3% |
| 5Y | +45.0% | -21.6% | +66.7% | +61.1% |
| All | +3,107.0% | -16.2% | +3,123.3% | +2,867.3% |
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