+324.3%
DOCN vs SBAC
-8.8%
+333.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -9.6% | +6.9% | -16.6% | -9.8% |
| 3M | -37.7% | -8.2% | -29.5% | -37.0% |
| 6M | +115.2% | -1.6% | +116.9% | +114.3% |
| YTD | +133.7% | -0.1% | +133.8% | +132.5% |
| 1Y | +250.2% | -0.5% | +250.6% | +248.5% |
| All | +324.3% | -8.8% | +333.1% | +306.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling