-31.1%
DOCN vs SFM
+118.6%
-149.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.1% | -10.7% | -15.3% |
| 7D | -29.3% | +7.5% | -36.8% | -29.9% |
| 30D | -46.0% | -20.8% | -25.2% | -44.8% |
| 3M | -43.2% | -39.4% | -3.8% | -40.2% |
| 6M | -53.7% | -34.5% | -19.2% | -52.3% |
| YTD | +46.9% | -35.2% | +82.2% | +50.4% |
| 1Y | +54.3% | -35.3% | +89.6% | +57.6% |
| 3Y | +185.5% | +23.9% | +161.6% | +145.5% |
| 5Y | -31.1% | +113.8% | -144.9% | -26.8% |
| All | -31.1% | +118.6% | -149.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling