+84.2%
DOCN vs SITM
+322.4%
-238.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.6% | -1.6% | +4.2% |
| 7D | -12.8% | +9.4% | -22.2% | -16.0% |
| 30D | -41.9% | -25.4% | -16.6% | -34.7% |
| 3M | -36.9% | -37.0% | +0.1% | -25.0% |
| 6M | -52.2% | -45.1% | -7.1% | -41.8% |
| YTD | +62.7% | +29.4% | +33.3% | +34.3% |
| 1Y | +58.2% | +39.8% | +18.4% | +25.6% |
| 3Y | +219.5% | +328.2% | -108.8% | +27.7% |
| 5Y | -32.9% | +87.4% | -120.2% | -64.4% |
| All | +84.2% | +322.4% | -238.1% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling