+42.2%
SITM vs DOC
+23.5%
+18.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +9.8% |
| 7D | +9.4% | +5.9% | +3.5% | +10.3% |
| 30D | -25.4% | +10.3% | -35.6% | -24.3% |
| 3M | -37.0% | -2.2% | -34.8% | -36.2% |
| 6M | -45.1% | +8.2% | -53.3% | -46.2% |
| YTD | +29.4% | +35.4% | -6.0% | +31.9% |
| All | +42.2% | +23.5% | +18.7% | +34.1% |
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