+111.9%
DOCN vs SFM
+99.8%
+12.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.2% |
| 7D | +27.4% | -0.4% | +27.8% | +27.4% |
| 30D | -29.7% | -19.2% | -10.5% | -28.6% |
| 3M | -32.5% | -40.3% | +7.8% | -29.4% |
| 6M | -42.2% | -40.9% | -1.3% | -39.7% |
| YTD | +87.2% | -35.5% | +122.7% | +91.0% |
| 1Y | +86.2% | -37.4% | +123.6% | +90.9% |
| 3Y | +257.4% | +25.5% | +232.0% | +223.2% |
| 5Y | -27.4% | +113.0% | -140.4% | -32.3% |
| All | +111.9% | +99.8% | +12.2% | +96.5% |
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