-3.6%
SMR vs DOC
-13.7%
+10.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +4.4% | -1.5% | +5.9% | +5.4% |
| 30D | +3.4% | -4.8% | +8.2% | +6.5% |
| 3M | -19.2% | +6.9% | -26.1% | -23.6% |
| 6M | -22.6% | +20.7% | -43.4% | -32.4% |
| YTD | -31.5% | +34.1% | -65.7% | -44.3% |
| 1Y | -73.1% | +22.6% | -95.7% | -77.0% |
| 3Y | +55.0% | +20.8% | +34.1% | +26.4% |
| All | -3.6% | -13.7% | +10.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling