+66.4%
DOCN vs SPG
+174.9%
-108.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.9% | -15.0% | -15.2% |
| 7D | -29.3% | +5.0% | -34.3% | -32.1% |
| 30D | -46.0% | +12.3% | -58.3% | -51.1% |
| 3M | -43.2% | +1.9% | -45.1% | -44.4% |
| 6M | -53.7% | +14.4% | -68.1% | -59.9% |
| YTD | +46.9% | +26.5% | +20.4% | +14.8% |
| 1Y | +54.3% | +30.7% | +23.7% | +16.9% |
| 3Y | +185.5% | +122.6% | +62.9% | +32.4% |
| 5Y | -31.1% | +73.3% | -104.4% | -66.2% |
| All | +66.4% | +174.9% | -108.6% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling