-35.6%
DOCN vs SFM
+105.4%
-140.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +3.0% |
| 7D | -19.2% | -1.2% | -17.9% | -19.0% |
| 30D | -43.1% | -24.8% | -18.3% | -41.5% |
| 3M | -40.7% | -43.7% | +3.0% | -37.1% |
| 6M | -55.0% | -37.3% | -17.7% | -53.4% |
| YTD | +50.6% | -38.4% | +89.0% | +54.9% |
| 1Y | +54.0% | -36.9% | +90.9% | +57.2% |
| 3Y | +203.9% | +20.7% | +183.2% | +161.6% |
| All | -35.6% | +105.4% | -140.9% | -28.9% |
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 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