+164.6%
DOCN vs SPMO
+200.3%
-35.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +0.2% |
| 7D | +1.1% | +2.0% | -0.9% | -2.1% |
| 30D | -9.6% | -0.4% | -9.3% | -8.4% |
| 3M | -37.7% | -1.9% | -35.8% | -35.3% |
| 6M | +115.2% | +25.0% | +90.2% | +50.5% |
| YTD | +133.7% | +26.0% | +107.7% | +61.7% |
| 1Y | +250.2% | +28.7% | +221.5% | +135.8% |
| 3Y | +320.3% | +160.9% | +159.4% | -14.4% |
| 5Y | +53.1% | +147.9% | -94.8% | -62.9% |
| All | +164.6% | +200.3% | -35.7% | -50.6% |
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