+40.3%
DOCN vs SITM
+21.8%
+18.4%
-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% | -3.9% |
| 7D | -19.2% | -6.7% | -12.4% | -17.3% |
| 30D | -43.1% | -37.3% | -5.7% | -33.3% |
| 3M | -40.7% | -39.4% | -1.3% | -30.2% |
| 6M | -55.0% | -33.1% | -21.9% | -49.6% |
| YTD | +50.6% | +18.0% | +32.6% | +39.2% |
| All | +40.3% | +21.8% | +18.4% | +25.0% |
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