+172.1%
SITM vs DOC
-24.5%
+196.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.4% | +7.6% |
| 7D | +9.7% | -1.5% | +11.2% | +10.6% |
| 30D | +12.7% | -4.8% | +17.5% | +15.4% |
| 3M | -13.4% | +6.9% | -20.3% | -18.9% |
| 6M | +59.6% | +20.7% | +38.9% | +37.2% |
| YTD | +73.3% | +34.1% | +39.2% | +37.4% |
| 1Y | +165.5% | +22.6% | +142.9% | +122.4% |
| 3Y | +368.7% | +20.8% | +347.9% | +284.6% |
| All | +172.1% | -24.5% | +196.7% | +219.7% |
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