-53.7%
DOCN vs SITM
-38.3%
-15.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -12.0% | -3.9% | -11.4% |
| 7D | -29.3% | -27.3% | -2.0% | -20.4% |
| 30D | -46.0% | -50.1% | +4.0% | -32.1% |
| 3M | -43.2% | -34.6% | -8.6% | -34.1% |
| 6M | -53.7% | -40.5% | -13.2% | -42.4% |
| All | -53.7% | -38.3% | -15.4% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling