+70.5%
DOCN vs SITM
+285.3%
-214.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +17.4% | -14.9% | -4.4% |
| 7D | -19.2% | -6.7% | -12.4% | -17.2% |
| 30D | -43.1% | -37.3% | -5.7% | -31.6% |
| 3M | -40.7% | -39.4% | -1.3% | -28.4% |
| 6M | -55.0% | -33.1% | -21.9% | -50.5% |
| YTD | +50.6% | +18.0% | +32.6% | +28.9% |
| 1Y | +54.0% | +22.7% | +31.3% | +28.5% |
| 3Y | +203.9% | +283.8% | -79.9% | +26.8% |
| 5Y | -29.4% | +45.0% | -74.4% | -60.0% |
| All | +70.5% | +285.3% | -214.7% | -29.0% |
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 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