-52.1%
SMR vs DOCS
-45.7%
-6.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.8% | -7.8% |
| 7D | +10.3% | +0.1% | +10.2% | +10.2% |
| 30D | -25.7% | +8.7% | -34.4% | -27.1% |
| 3M | -49.7% | +32.9% | -82.6% | -53.2% |
| 6M | -59.8% | +25.5% | -85.4% | -62.9% |
| YTD | -66.0% | -25.0% | -41.0% | -64.7% |
| 1Y | -81.4% | -34.9% | -46.6% | -80.0% |
| 3Y | +130.6% | +39.3% | +91.3% | +120.4% |
| All | -52.1% | -45.7% | -6.4% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling