+91.0%
DOCN vs SM
+84.2%
+6.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.1% |
| 7D | +19.1% | +9.4% | +9.7% | +17.6% |
| 30D | -21.0% | -14.4% | -6.7% | -20.2% |
| 3M | -34.7% | +1.6% | -36.3% | -36.1% |
| 6M | -45.8% | +6.3% | -52.1% | -47.4% |
| YTD | +79.4% | +78.8% | +0.6% | +51.9% |
| 1Y | +91.0% | +83.1% | +7.9% | +61.0% |
| All | +91.0% | +84.2% | +6.8% | +61.0% |
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