+66.4%
DOCN vs SGI
+92.4%
-26.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.8% | -13.1% | -14.3% |
| 7D | -29.3% | +5.3% | -34.6% | -31.5% |
| 30D | -46.0% | +8.2% | -54.2% | -48.9% |
| 3M | -43.2% | -2.2% | -41.0% | -43.7% |
| 6M | -53.7% | -8.4% | -45.3% | -53.1% |
| YTD | +46.9% | -23.4% | +70.4% | +62.5% |
| 1Y | +54.3% | -14.0% | +68.3% | +57.4% |
| 3Y | +185.5% | +78.8% | +106.8% | +76.8% |
| 5Y | -31.1% | +58.6% | -89.7% | -61.1% |
| All | +66.4% | +92.4% | -26.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling