+84.2%
DOCN vs SPY
+107.2%
-22.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.7% | +2.8% |
| 7D | -12.8% | +0.1% | -12.9% | -12.2% |
| 30D | -41.9% | -3.3% | -38.6% | -36.1% |
| 3M | -36.9% | -2.4% | -34.5% | -31.8% |
| 6M | -52.2% | +2.6% | -54.8% | -53.1% |
| YTD | +62.7% | +11.2% | +51.5% | +35.8% |
| 1Y | +58.2% | +13.4% | +44.9% | +27.2% |
| 3Y | +219.5% | +79.9% | +139.6% | -0.5% |
| 5Y | -32.9% | +72.2% | -105.0% | -73.5% |
| All | +84.2% | +107.2% | -22.9% | -37.4% |
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