+103.1%
DOCN vs SGI
+72.2%
+30.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +19.1% | -5.3% | +24.4% | +22.5% |
| 30D | -21.0% | -2.1% | -19.0% | -21.3% |
| 3M | -34.7% | -8.2% | -26.6% | -33.2% |
| 6M | -45.8% | -4.6% | -41.2% | -46.9% |
| YTD | +79.4% | -31.5% | +110.8% | +110.0% |
| 1Y | +91.0% | -30.8% | +121.8% | +121.9% |
| 3Y | +237.5% | +67.2% | +170.2% | +114.8% |
| 5Y | -30.4% | +42.5% | -72.9% | -58.4% |
| All | +103.1% | +72.2% | +30.9% | +21.0% |
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