+111.9%
DOCN vs SGI
+71.8%
+40.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.3% | +5.0% |
| 7D | +27.4% | -10.7% | +38.1% | +35.1% |
| 30D | -29.7% | -3.6% | -26.2% | -29.3% |
| 3M | -32.5% | -5.4% | -27.1% | -32.1% |
| 6M | -42.2% | -7.0% | -35.1% | -42.5% |
| YTD | +87.2% | -31.6% | +118.8% | +119.5% |
| 1Y | +86.2% | -33.5% | +119.7% | +122.3% |
| 3Y | +257.4% | +66.5% | +191.0% | +128.2% |
| 5Y | -27.4% | +42.2% | -69.6% | -56.5% |
| All | +111.9% | +71.8% | +40.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling