+115.2%
DOCN vs SFM
+4.2%
+111.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +3.7% |
| 7D | +1.1% | -0.1% | +1.2% | +1.0% |
| 30D | -9.6% | -4.4% | -5.3% | -10.9% |
| 3M | -37.7% | +1.5% | -39.2% | -36.5% |
| 6M | +115.2% | +6.5% | +108.7% | +124.8% |
| All | +115.2% | +4.2% | +111.0% | +124.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling