-49.5%
SMR vs DOCN
+25.3%
-74.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.5% | +13.7% | +15.4% |
| 7D | -9.6% | -19.2% | +9.5% | -2.4% |
| 30D | -33.8% | -43.1% | +9.3% | -19.9% |
| 3M | -46.4% | -40.7% | -5.7% | -36.5% |
| 6M | -62.4% | -55.0% | -7.4% | -51.8% |
| YTD | -64.1% | +50.6% | -114.8% | -71.4% |
| 1Y | -84.3% | +54.0% | -138.3% | -87.6% |
| 3Y | +55.8% | +203.9% | -148.1% | +6.1% |
| All | -49.5% | +25.3% | -74.8% | -64.6% |
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 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