+87.1%
DOCN vs SPMO
+160.4%
-73.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.9% |
| 7D | -12.1% | -2.6% | -9.5% | -7.1% |
| 30D | -41.0% | -14.2% | -26.8% | -21.9% |
| 3M | -38.7% | -12.7% | -26.0% | -20.2% |
| 6M | -51.5% | -9.6% | -41.9% | -40.7% |
| YTD | +65.3% | +9.3% | +56.0% | +49.2% |
| 1Y | +53.9% | +8.2% | +45.7% | +41.5% |
| 3Y | +215.6% | +119.4% | +96.2% | -11.7% |
| 5Y | -26.2% | +112.5% | -138.6% | -76.3% |
| All | +87.1% | +160.4% | -73.3% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling