+22.7%
SITM vs DOC
+20.9%
+1.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +0.7% | +16.7% | +17.5% |
| 7D | -6.7% | +6.5% | -13.2% | -5.8% |
| 30D | -37.3% | +9.2% | -46.5% | -36.5% |
| 3M | -39.4% | -2.5% | -36.9% | -38.7% |
| 6M | -33.1% | +7.1% | -40.2% | -34.6% |
| YTD | +18.0% | +33.0% | -15.0% | +20.6% |
| 1Y | +22.7% | +23.3% | -0.6% | +16.3% |
| All | +22.7% | +20.9% | +1.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling