+23.5%
SITM vs DOC
-22.1%
+45.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.2% | -11.7% | -11.8% |
| 7D | -27.3% | +6.2% | -33.5% | -29.9% |
| 30D | -50.1% | +6.5% | -56.5% | -52.2% |
| 3M | -34.6% | -6.2% | -28.4% | -33.0% |
| 6M | -40.5% | +25.6% | -66.1% | -51.1% |
| YTD | +0.5% | +32.1% | -31.6% | -20.7% |
| 1Y | +27.2% | +20.3% | +6.9% | +6.4% |
| 3Y | +216.7% | +42.7% | +173.9% | +118.2% |
| 5Y | +23.5% | -22.2% | +45.7% | +57.7% |
| All | +23.5% | -22.1% | +45.6% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling