+34.0%
SMR vs DOCS
+50.6%
-16.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -4.3% | -10.5% | -13.5% |
| 7D | -26.2% | -1.3% | -24.8% | -25.8% |
| 30D | -45.5% | +19.4% | -64.9% | -48.4% |
| 3M | -53.4% | +53.4% | -106.8% | -60.2% |
| 6M | -63.2% | +28.8% | -91.9% | -67.4% |
| YTD | -69.2% | -25.1% | -44.1% | -66.9% |
| 1Y | -88.5% | -48.1% | -40.3% | -85.7% |
| All | +34.0% | +50.6% | -16.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling