+164.6%
DOCN vs SITM
+465.7%
-301.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.7% | +0.3% |
| 7D | +1.1% | +9.7% | -8.6% | -2.5% |
| 30D | -9.6% | +12.7% | -22.3% | -15.4% |
| 3M | -37.7% | -13.4% | -24.3% | -35.5% |
| 6M | +115.2% | +59.6% | +55.6% | +67.6% |
| YTD | +133.7% | +73.3% | +60.4% | +73.1% |
| 1Y | +250.2% | +165.5% | +84.6% | +111.4% |
| 3Y | +320.3% | +368.7% | -48.4% | +65.3% |
| 5Y | +53.1% | +172.5% | -119.4% | -29.4% |
| All | +164.6% | +465.7% | -301.0% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling