+164.6%
DOCN vs SPY
+111.4%
+53.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.6% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -9.6% | +0.1% | -9.7% | -9.5% |
| 3M | -37.7% | +2.0% | -39.7% | -39.6% |
| 6M | +115.2% | +13.0% | +102.2% | +68.6% |
| YTD | +133.7% | +13.5% | +120.2% | +82.3% |
| 1Y | +250.2% | +20.0% | +230.2% | +145.1% |
| 3Y | +320.3% | +77.2% | +243.1% | +33.3% |
| 5Y | +53.1% | +81.9% | -28.8% | -46.1% |
| All | +164.6% | +111.4% | +53.2% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling