-49.5%
SMR vs DOCS
-46.8%
-2.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.0% | +18.3% | +16.7% |
| 7D | -9.6% | -0.8% | -8.8% | -9.5% |
| 30D | -33.8% | +17.4% | -51.2% | -36.2% |
| 3M | -46.4% | +57.4% | -103.7% | -52.3% |
| 6M | -62.4% | +26.5% | -89.0% | -65.4% |
| YTD | -64.1% | -26.6% | -37.6% | -62.7% |
| 1Y | -84.3% | -48.1% | -36.3% | -82.2% |
| 3Y | +55.8% | +52.6% | +3.2% | +48.1% |
| All | -49.5% | -46.8% | -2.7% | -51.8% |
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