+70.5%
DOCN vs SPG
+177.2%
-106.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | -19.2% | +4.9% | -24.1% | -22.2% |
| 30D | -43.1% | +15.6% | -58.7% | -49.6% |
| 3M | -40.7% | +4.1% | -44.8% | -43.0% |
| 6M | -55.0% | +13.6% | -68.6% | -60.7% |
| YTD | +50.6% | +27.5% | +23.1% | +16.9% |
| 1Y | +54.0% | +32.2% | +21.7% | +15.5% |
| 3Y | +203.9% | +126.0% | +77.9% | +39.2% |
| 5Y | -29.4% | +74.7% | -104.1% | -65.5% |
| All | +70.5% | +177.2% | -106.6% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling