+116.4%
DOCN vs SPG
+34.3%
+82.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.1% | -5.3% |
| 7D | -20.0% | +8.2% | -28.2% | -16.0% |
| 30D | -38.8% | +13.5% | -52.2% | -33.9% |
| 3M | -34.8% | +2.2% | -37.0% | -33.7% |
| 6M | -22.8% | +15.9% | -38.7% | -18.5% |
| YTD | +74.6% | +27.6% | +47.0% | +85.5% |
| 1Y | +116.4% | +30.9% | +85.5% | +133.5% |
| All | +116.4% | +34.3% | +82.2% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling