+196.4%
DOCN vs SM
-20.8%
+217.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.6% | -11.2% | -14.6% |
| 7D | -29.3% | -25.1% | -4.1% | -23.8% |
| 30D | -46.0% | -15.6% | -30.5% | -43.9% |
| 3M | -43.2% | +2.7% | -45.9% | -45.0% |
| 6M | -53.7% | -3.8% | -49.9% | -54.9% |
| YTD | +46.9% | +61.8% | -14.9% | +17.5% |
| 1Y | +54.3% | +71.4% | -17.0% | +20.5% |
| All | +196.4% | -20.8% | +217.2% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling