-48.1%
SMR vs DOCS
-46.9%
-1.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -27.5% | +6.3% | -33.8% | -28.5% |
| 3M | -43.1% | +26.5% | -69.6% | -46.4% |
| 6M | -58.4% | +24.8% | -83.2% | -61.6% |
| YTD | -63.2% | -26.8% | -36.4% | -61.6% |
| 1Y | -81.6% | -38.3% | -43.3% | -80.0% |
| 3Y | +149.8% | +36.0% | +113.7% | +139.9% |
| All | -48.1% | -46.9% | -1.2% | -50.4% |
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