+105.1%
DOCN vs SPYG
+116.8%
-11.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +6.4% |
| 7D | +3.7% | -1.5% | +5.2% | +8.1% |
| 30D | -33.7% | -7.2% | -26.5% | -21.8% |
| 3M | -27.9% | -4.6% | -23.2% | -18.5% |
| 6M | -46.4% | -1.2% | -45.2% | -42.4% |
| YTD | +81.1% | +9.3% | +71.8% | +63.2% |
| 1Y | +74.3% | +8.8% | +65.5% | +58.5% |
| 3Y | +245.8% | +93.3% | +152.5% | +9.0% |
| 5Y | -23.7% | +71.7% | -95.4% | -63.2% |
| All | +105.1% | +116.8% | -11.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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