+97.7%
DOCN vs SFM
+111.5%
-13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.8% | -7.5% |
| 7D | -20.0% | -12.3% | -7.8% | -19.3% |
| 30D | -38.8% | -16.2% | -22.6% | -38.0% |
| 3M | -34.8% | -36.8% | +2.0% | -32.2% |
| 6M | -22.8% | -32.6% | +9.8% | -21.0% |
| YTD | +74.6% | -31.7% | +106.3% | +77.1% |
| 1Y | +116.4% | -35.0% | +151.4% | +120.9% |
| 3Y | +239.3% | +30.6% | +208.7% | +206.0% |
| 5Y | -20.2% | +136.0% | -156.2% | -25.6% |
| All | +97.7% | +111.5% | -13.8% | +82.2% |
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