-31.1%
DOCN vs SM
-8.9%
-22.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.6% | -11.2% | -14.7% |
| 7D | -29.3% | -25.1% | -4.1% | -24.0% |
| 30D | -46.0% | -15.6% | -30.5% | -44.0% |
| 3M | -43.2% | +2.7% | -45.9% | -44.6% |
| 6M | -53.7% | -3.8% | -49.9% | -54.7% |
| YTD | +46.9% | +61.8% | -14.9% | +22.5% |
| 1Y | +54.3% | +71.4% | -17.0% | +26.2% |
| 3Y | +185.5% | -20.7% | +206.3% | +175.2% |
| 5Y | -31.1% | -11.5% | -19.6% | -39.8% |
| All | -31.1% | -8.9% | -22.2% | -39.8% |
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 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