-53.7%
DOCN vs SPMO
-10.0%
-43.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.3% | -8.6% | -3.3% |
| 7D | -29.3% | -14.0% | -15.3% | -7.3% |
| 30D | -46.0% | -20.0% | -26.1% | -19.8% |
| 3M | -43.2% | -18.4% | -24.8% | -17.2% |
| 6M | -53.7% | -10.9% | -42.8% | -42.8% |
| All | -53.7% | -10.0% | -43.7% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling