+84.2%
DOCN vs SFM
+92.8%
-8.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.1% | +7.9% |
| 7D | -12.8% | -10.2% | -2.6% | -11.9% |
| 30D | -41.9% | -23.9% | -18.0% | -40.6% |
| 3M | -36.9% | -42.3% | +5.3% | -33.9% |
| 6M | -52.2% | -40.1% | -12.1% | -50.4% |
| YTD | +62.7% | -37.8% | +100.5% | +66.5% |
| 1Y | +58.2% | -37.1% | +95.3% | +61.3% |
| 3Y | +219.5% | +21.5% | +197.9% | +189.6% |
| 5Y | -32.9% | +103.8% | -136.6% | -37.3% |
| All | +84.2% | +92.8% | -8.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling