-81.4%
SMR vs DOCS
-37.2%
-44.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.8% | -7.8% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -25.7% | +8.7% | -34.4% | -26.1% |
| 3M | -49.7% | +32.9% | -82.6% | -50.8% |
| 6M | -59.8% | +25.5% | -85.4% | -60.1% |
| YTD | -66.0% | -25.0% | -41.0% | -64.8% |
| 1Y | -81.4% | -34.9% | -46.6% | -79.3% |
| All | -81.4% | -37.2% | -44.2% | -79.3% |
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