-27.4%
DOCN vs SIRI
-41.3%
+14.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.7% |
| 7D | +27.4% | -3.7% | +31.1% | +28.5% |
| 30D | -29.7% | +20.4% | -50.2% | -33.2% |
| 3M | -32.5% | +12.5% | -45.0% | -34.9% |
| 6M | -42.2% | +23.4% | -65.6% | -46.2% |
| YTD | +87.2% | +65.2% | +22.0% | +59.0% |
| 1Y | +86.2% | +52.4% | +33.8% | +61.9% |
| 3Y | +257.4% | -22.6% | +280.0% | +256.4% |
| 5Y | -27.4% | -41.7% | +14.3% | -6.1% |
| All | -27.4% | -41.3% | +14.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling