-56.6%
SMR vs DOC
-15.1%
-41.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.2% | -14.6% | -14.7% |
| 7D | -26.2% | +6.2% | -32.4% | -29.0% |
| 30D | -45.5% | +6.5% | -52.0% | -47.8% |
| 3M | -53.4% | -6.2% | -47.2% | -51.7% |
| 6M | -63.2% | +25.6% | -88.8% | -68.8% |
| YTD | -69.2% | +32.1% | -101.2% | -74.7% |
| 1Y | -88.5% | +20.3% | -108.8% | -90.0% |
| 3Y | +26.7% | +42.7% | -16.1% | -3.1% |
| All | -56.6% | -15.1% | -41.5% | -63.1% |
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 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