-73.1%
SMR vs DOCN
+254.3%
-327.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | +4.4% | +1.1% | +3.3% | +3.9% |
| 30D | +3.4% | -9.6% | +13.0% | +5.7% |
| 3M | -19.2% | -37.7% | +18.5% | -6.9% |
| 6M | -22.6% | +115.2% | -137.9% | -55.1% |
| YTD | -31.5% | +133.7% | -165.3% | -64.2% |
| 1Y | -73.1% | +250.2% | -323.2% | -89.6% |
| All | -73.1% | +254.3% | -327.4% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling