+164.6%
DOCN vs SM
+145.0%
+19.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -9.6% | +26.3% | -35.9% | -14.8% |
| 3M | -37.7% | +8.7% | -46.4% | -39.5% |
| 6M | +115.2% | +51.7% | +63.5% | +90.1% |
| YTD | +133.7% | +99.0% | +34.7% | +92.2% |
| 1Y | +250.2% | +34.6% | +215.6% | +215.1% |
| 3Y | +320.3% | -7.8% | +328.0% | +297.0% |
| 5Y | +53.1% | +104.8% | -51.7% | +22.0% |
| All | +164.6% | +145.0% | +19.7% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling