-31.1%
DOCN vs SBAC
-39.7%
+8.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.2% | -14.6% | -15.4% |
| 7D | -29.3% | +4.4% | -33.7% | -30.4% |
| 30D | -46.0% | +13.8% | -59.8% | -48.6% |
| 3M | -43.2% | +9.0% | -52.2% | -45.3% |
| 6M | -53.7% | -10.0% | -43.7% | -52.4% |
| YTD | +46.9% | +1.8% | +45.1% | +40.3% |
| 1Y | +54.3% | +1.1% | +53.2% | +47.9% |
| 3Y | +185.5% | -9.5% | +195.1% | +169.4% |
| 5Y | -31.1% | -39.0% | +7.9% | -9.8% |
| All | -31.1% | -39.7% | +8.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling