+54.0%
DOCN vs SITM
+26.7%
+27.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +17.4% | -14.9% | -3.8% |
| 7D | -19.2% | -6.7% | -12.4% | -17.3% |
| 30D | -43.1% | -37.3% | -5.7% | -33.4% |
| 3M | -40.7% | -39.4% | -1.3% | -30.4% |
| 6M | -55.0% | -33.1% | -21.9% | -49.6% |
| YTD | +50.6% | +18.0% | +32.6% | +40.9% |
| 1Y | +54.0% | +22.7% | +31.3% | +42.3% |
| All | +54.0% | +26.7% | +27.2% | +42.3% |
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