-24.3%
DOCN vs SPMO
+117.5%
-141.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +27.4% | +9.8% | +17.6% | +9.2% |
| 30D | -29.7% | -9.2% | -20.6% | -15.2% |
| 3M | -32.5% | -11.0% | -21.5% | -15.0% |
| 6M | -42.2% | -6.6% | -35.5% | -32.8% |
| YTD | +87.2% | +13.3% | +73.8% | +59.2% |
| 1Y | +86.2% | +12.7% | +73.6% | +60.3% |
| 3Y | +257.4% | +127.5% | +129.9% | -7.3% |
| All | -24.3% | +117.5% | -141.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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