-79.9%
SMR vs DOCS
-33.3%
-46.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -8.3% | +2.6% | -10.8% | -8.4% |
| 30D | -20.1% | +11.4% | -31.5% | -20.6% |
| 3M | -52.7% | +25.4% | -78.1% | -53.3% |
| 6M | -61.0% | +42.5% | -103.6% | -62.0% |
| YTD | -67.1% | -24.7% | -42.4% | -66.4% |
| 1Y | -79.9% | -32.9% | -46.9% | -78.3% |
| All | -79.9% | -33.3% | -46.6% | -78.3% |
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