+54.3%
DOCN vs SGI
-14.0%
+68.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -15.4% |
| 7D | -29.3% | +5.3% | -34.6% | -29.8% |
| 30D | -46.0% | +8.2% | -54.2% | -46.8% |
| 3M | -43.2% | -2.2% | -41.0% | -42.7% |
| 6M | -53.7% | -8.4% | -45.3% | -52.6% |
| YTD | +46.9% | -23.4% | +70.4% | +54.4% |
| 1Y | +54.3% | -14.0% | +68.3% | +53.4% |
| All | +54.3% | -14.0% | +68.3% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling