-81.6%
SMR vs DOCS
-40.0%
-41.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -27.5% | +6.3% | -33.8% | -27.8% |
| 3M | -43.1% | +26.5% | -69.6% | -44.1% |
| 6M | -58.4% | +24.8% | -83.2% | -58.8% |
| YTD | -63.2% | -26.8% | -36.4% | -61.9% |
| 1Y | -81.6% | -38.3% | -43.3% | -79.1% |
| All | -81.6% | -40.0% | -41.7% | -79.1% |
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