+115.2%
DOCN vs SM
+58.1%
+57.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -9.6% | +26.3% | -35.9% | -12.1% |
| 3M | -37.7% | +8.7% | -46.4% | -38.1% |
| 6M | +115.2% | +51.7% | +63.5% | +122.8% |
| All | +115.2% | +58.1% | +57.1% | +122.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling