+164.6%
DOCN vs SFM
+216.5%
-51.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +2.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -9.6% | -4.4% | -5.3% | -9.3% |
| 3M | -37.7% | +1.5% | -39.2% | -38.1% |
| 6M | +115.2% | +6.5% | +108.7% | +110.1% |
| YTD | +133.7% | +2.2% | +131.6% | +129.3% |
| 1Y | +250.2% | -41.9% | +292.0% | +282.6% |
| 3Y | +320.3% | +106.8% | +213.5% | +263.2% |
| 5Y | +53.1% | +231.6% | -178.5% | +37.3% |
| All | +164.6% | +216.5% | -51.8% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling