+97.7%
DOCN vs SM
+108.8%
-11.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -15.3% | +8.1% | -3.7% |
| 7D | -20.0% | -21.5% | +1.5% | -15.7% |
| 30D | -38.8% | -11.4% | -27.4% | -37.4% |
| 3M | -34.8% | +0.6% | -35.4% | -36.0% |
| 6M | -22.8% | +0.2% | -23.0% | -25.0% |
| YTD | +74.6% | +69.7% | +4.9% | +47.2% |
| 1Y | +116.4% | +71.6% | +44.9% | +81.2% |
| 3Y | +239.3% | -16.9% | +256.2% | +225.8% |
| 5Y | -20.2% | -3.2% | -17.0% | -28.8% |
| All | +97.7% | +108.8% | -11.1% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling