+250.2%
DOCN vs SM
+36.8%
+213.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -9.6% | +25.6% | -35.2% | -12.2% |
| 3M | -37.7% | +8.0% | -45.7% | -38.3% |
| 6M | +115.2% | +50.8% | +64.4% | +101.7% |
| YTD | +133.7% | +97.9% | +35.8% | +115.9% |
| 1Y | +250.2% | +33.8% | +216.4% | +217.0% |
| All | +250.2% | +36.8% | +213.4% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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