-56.6%
SMR vs DOCN
+22.2%
-78.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -15.9% | +1.0% | -9.3% |
| 7D | -26.2% | -29.3% | +3.1% | -16.7% |
| 30D | -45.5% | -46.0% | +0.5% | -32.9% |
| 3M | -53.4% | -43.2% | -10.2% | -44.1% |
| 6M | -63.2% | -53.7% | -9.5% | -53.1% |
| YTD | -69.2% | +46.9% | -116.1% | -75.2% |
| 1Y | -88.5% | +54.3% | -142.8% | -90.9% |
| 3Y | +26.7% | +185.5% | -158.9% | -12.6% |
| All | -56.6% | +22.2% | -78.8% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling