+56.5%
SMR vs DOC
+20.8%
+35.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.8% |
| 7D | +4.4% | -1.5% | +5.9% | +5.5% |
| 30D | +3.4% | -4.8% | +8.2% | +7.0% |
| 3M | -19.2% | +6.9% | -26.1% | -24.5% |
| 6M | -22.6% | +20.7% | -43.4% | -34.4% |
| YTD | -31.5% | +34.1% | -65.7% | -47.0% |
| 1Y | -73.1% | +22.6% | -95.7% | -77.8% |
| All | +56.5% | +20.8% | +35.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling