+70.5%
DOCN vs SPY
+102.4%
-31.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +1.8% |
| 7D | -19.2% | -2.7% | -16.4% | -13.6% |
| 30D | -43.1% | -5.4% | -37.7% | -34.4% |
| 3M | -40.7% | -4.1% | -36.6% | -33.5% |
| 6M | -55.0% | +0.7% | -55.7% | -54.0% |
| YTD | +50.6% | +8.7% | +42.0% | +32.1% |
| 1Y | +54.0% | +10.9% | +43.1% | +29.7% |
| 3Y | +203.9% | +75.0% | +128.9% | +0.5% |
| 5Y | -29.4% | +67.8% | -97.2% | -70.6% |
| All | +70.5% | +102.4% | -31.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling