+60.1%
DOCN vs SFM
+230.0%
-169.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -9.6% | -4.4% | -5.3% | -9.2% |
| 3M | -37.7% | +1.5% | -39.2% | -38.2% |
| 6M | +115.2% | +6.5% | +108.7% | +109.5% |
| YTD | +133.7% | +2.2% | +131.6% | +128.7% |
| 1Y | +250.2% | -41.9% | +292.0% | +286.7% |
| 3Y | +320.3% | +106.8% | +213.5% | +248.8% |
| All | +60.1% | +230.0% | -169.9% | +48.0% |
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