-27.5%
DOCN vs SITM
+73.6%
-101.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.5% | +1.4% | -1.9% |
| 7D | +19.1% | +6.6% | +12.5% | +16.1% |
| 30D | -21.0% | -15.3% | -5.7% | -15.3% |
| 3M | -34.7% | -35.4% | +0.6% | -22.6% |
| 6M | -45.8% | -46.8% | +1.0% | -32.4% |
| YTD | +79.4% | +25.9% | +53.5% | +48.1% |
| 1Y | +91.0% | +54.0% | +37.0% | +43.5% |
| 3Y | +237.5% | +315.6% | -78.1% | +27.0% |
| All | -27.5% | +73.6% | -101.1% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling