-85.6%
SMR vs DOCS
-47.4%
-38.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.3% | -10.8% | -5.0% |
| 7D | -9.5% | +1.2% | -10.8% | -9.6% |
| 30D | -33.2% | +21.3% | -54.5% | -34.4% |
| 3M | -45.9% | +58.4% | -104.3% | -48.6% |
| 6M | -57.9% | +39.3% | -97.2% | -59.4% |
| YTD | -63.8% | -21.7% | -42.1% | -61.5% |
| 1Y | -85.6% | -47.3% | -38.3% | -81.3% |
| All | -85.6% | -47.4% | -38.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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