+196.4%
DOCN vs SFM
+24.6%
+171.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.1% | -10.7% | -15.7% |
| 7D | -29.3% | +7.5% | -36.8% | -29.3% |
| 30D | -46.0% | -20.8% | -25.2% | -45.7% |
| 3M | -43.2% | -39.4% | -3.8% | -42.3% |
| 6M | -53.7% | -34.5% | -19.2% | -53.5% |
| YTD | +46.9% | -35.2% | +82.2% | +47.1% |
| 1Y | +54.3% | -35.3% | +89.6% | +54.2% |
| All | +196.4% | +24.6% | +171.9% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling