-22.8%
DOCN vs SBAC
-9.0%
-13.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.8% | -13.0% | -4.5% |
| 7D | -20.0% | +5.8% | -25.8% | -17.7% |
| 30D | -38.8% | +20.8% | -59.6% | -33.2% |
| 3M | -34.8% | +4.8% | -39.6% | -33.5% |
| 6M | -22.8% | -9.1% | -13.7% | -14.7% |
| All | -22.8% | -9.0% | -13.8% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling