+97.7%
DOCN vs SBAC
-21.8%
+119.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.8% | -13.0% | -9.0% |
| 7D | -20.0% | +5.8% | -25.8% | -21.7% |
| 30D | -38.8% | +20.8% | -59.6% | -42.8% |
| 3M | -34.8% | +4.8% | -39.6% | -36.3% |
| 6M | -22.8% | -9.1% | -13.7% | -21.0% |
| YTD | +74.6% | +3.1% | +71.5% | +66.2% |
| 1Y | +116.4% | +2.2% | +114.3% | +106.9% |
| 3Y | +239.3% | -8.4% | +247.7% | +220.1% |
| 5Y | -20.2% | -38.6% | +18.4% | +4.9% |
| All | +97.7% | -21.8% | +119.5% | +110.7% |
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