+250.2%
DOCN vs SITM
+174.8%
+75.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.7% | +0.8% |
| 7D | +1.1% | +9.7% | -8.6% | -1.7% |
| 30D | -9.6% | +12.7% | -22.3% | -13.5% |
| 3M | -37.7% | -13.4% | -24.3% | -36.0% |
| 6M | +115.2% | +59.6% | +55.6% | +83.6% |
| YTD | +133.7% | +73.3% | +60.4% | +94.5% |
| 1Y | +250.2% | +165.5% | +84.6% | +165.2% |
| All | +250.2% | +174.8% | +75.4% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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