+203.9%
DOCN vs SPY
+75.1%
+128.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +1.8% |
| 7D | -19.2% | -2.7% | -16.4% | -13.5% |
| 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% | -53.8% |
| YTD | +50.6% | +8.7% | +42.0% | +33.7% |
| 1Y | +54.0% | +10.9% | +43.1% | +31.7% |
| 3Y | +203.9% | +75.0% | +128.9% | +7.3% |
| All | +203.9% | +75.1% | +128.8% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling