-35.6%
DOCN vs SM
-11.5%
-24.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | -19.2% | -25.9% | +6.8% | -12.8% |
| 30D | -43.1% | -15.1% | -27.9% | -40.9% |
| 3M | -40.7% | +4.9% | -45.6% | -42.5% |
| 6M | -55.0% | +6.1% | -61.1% | -57.0% |
| YTD | +50.6% | +63.4% | -12.8% | +25.4% |
| 1Y | +54.0% | +72.5% | -18.5% | +25.8% |
| 3Y | +203.9% | -16.9% | +220.8% | +189.5% |
| All | -35.6% | -11.5% | -24.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling