+164.6%
DOCN vs SBAC
-24.3%
+188.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | -9.6% | +6.9% | -16.6% | -11.9% |
| 3M | -37.7% | -8.2% | -29.5% | -36.2% |
| 6M | +115.2% | -1.6% | +116.9% | +110.3% |
| YTD | +133.7% | -0.1% | +133.8% | +126.1% |
| 1Y | +250.2% | -0.5% | +250.6% | +238.7% |
| 3Y | +320.3% | -9.1% | +329.4% | +295.7% |
| 5Y | +53.1% | -43.8% | +96.9% | +106.8% |
| All | +164.6% | -24.3% | +188.9% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling