+84.2%
DOCN vs SM
+95.6%
-11.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.7% | +10.8% | +8.7% |
| 7D | -12.8% | -22.3% | +9.5% | -7.6% |
| 30D | -41.9% | -21.4% | -20.6% | -38.9% |
| 3M | -36.9% | +1.4% | -38.3% | -38.1% |
| 6M | -52.2% | +0.1% | -52.4% | -53.4% |
| YTD | +62.7% | +59.0% | +3.8% | +39.5% |
| 1Y | +58.2% | +64.3% | -6.1% | +34.1% |
| 3Y | +219.5% | -13.1% | +232.6% | +205.0% |
| 5Y | -32.9% | -13.9% | -19.0% | -38.7% |
| All | +84.2% | +95.6% | -11.4% | +43.7% |
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