+60.1%
DOCN vs SPG
+102.5%
-42.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.7% |
| 7D | +1.1% | -2.4% | +3.5% | +3.4% |
| 30D | -9.6% | -6.8% | -2.8% | -3.8% |
| 3M | -37.7% | +2.7% | -40.4% | -40.9% |
| 6M | +115.2% | +5.5% | +109.8% | +96.6% |
| YTD | +133.7% | +15.7% | +118.0% | +92.7% |
| 1Y | +250.2% | +20.9% | +229.3% | +173.7% |
| 3Y | +320.3% | +112.4% | +207.9% | +76.9% |
| All | +60.1% | +102.5% | -42.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling