+55.8%
SMR vs DOCN
+189.9%
-134.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.5% | +13.7% | +15.0% |
| 7D | -9.6% | -19.2% | +9.5% | +0.4% |
| 30D | -33.8% | -43.1% | +9.3% | -14.1% |
| 3M | -46.4% | -40.7% | -5.7% | -32.8% |
| 6M | -62.4% | -55.0% | -7.4% | -47.3% |
| YTD | -64.1% | +50.6% | -114.8% | -77.0% |
| 1Y | -84.3% | +54.0% | -138.3% | -90.1% |
| 3Y | +55.8% | +203.9% | -148.1% | -46.6% |
| All | +55.8% | +189.9% | -134.1% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling