+54.3%
DOCN vs SPY
+9.8%
+44.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.4% | -3.7% |
| 7D | -29.3% | -4.7% | -24.6% | -18.3% |
| 30D | -46.0% | -5.9% | -40.1% | -34.8% |
| 3M | -43.2% | -4.5% | -38.7% | -33.6% |
| 6M | -53.7% | +1.8% | -55.5% | -52.9% |
| YTD | +46.9% | +8.3% | +38.6% | +33.2% |
| 1Y | +54.3% | +9.3% | +45.0% | +37.6% |
| All | +54.3% | +9.8% | +44.6% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling