-3.6%
SMR vs DOCS
-56.9%
+53.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.1% |
| 7D | +4.4% | -1.4% | +5.8% | +4.7% |
| 30D | +3.4% | +21.8% | -18.4% | -2.1% |
| 3M | -19.2% | +27.3% | -46.5% | -24.6% |
| 6M | -22.6% | -0.3% | -22.3% | -24.4% |
| YTD | -31.5% | -40.5% | +8.9% | -24.9% |
| 1Y | -73.1% | -61.5% | -11.5% | -67.0% |
| 3Y | +55.0% | +8.2% | +46.8% | +56.5% |
| All | -3.6% | -56.9% | +53.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling