+70.5%
DOCN vs SBAC
-24.3%
+94.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.1% |
| 7D | -19.2% | +1.2% | -20.4% | -19.6% |
| 30D | -43.1% | +11.2% | -54.2% | -45.3% |
| 3M | -40.7% | +4.5% | -45.2% | -42.0% |
| 6M | -55.0% | -12.2% | -42.8% | -53.4% |
| YTD | +50.6% | -0.1% | +50.7% | +44.9% |
| 1Y | +54.0% | -0.3% | +54.2% | +48.2% |
| 3Y | +203.9% | -8.7% | +212.6% | +183.3% |
| 5Y | -29.4% | -40.2% | +10.8% | -6.2% |
| All | +70.5% | -24.3% | +94.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling