+60.1%
DOCN vs SM
+107.8%
-47.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -9.6% | +26.3% | -35.9% | -15.4% |
| 3M | -37.7% | +8.7% | -46.4% | -39.7% |
| 6M | +115.2% | +51.7% | +63.5% | +87.1% |
| YTD | +133.7% | +99.0% | +34.7% | +87.5% |
| 1Y | +250.2% | +34.6% | +215.6% | +211.1% |
| 3Y | +320.3% | -7.8% | +328.0% | +293.7% |
| All | +60.1% | +107.8% | -47.8% | +3.3% |
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