+91.0%
DOCN vs SPYG
+8.5%
+82.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -2.2% |
| 7D | +19.1% | +2.3% | +16.8% | +13.7% |
| 30D | -21.0% | -6.5% | -14.6% | -6.9% |
| 3M | -34.7% | -6.8% | -27.9% | -21.6% |
| 6M | -45.8% | -3.1% | -42.6% | -38.6% |
| YTD | +79.4% | +8.0% | +71.4% | +76.7% |
| 1Y | +91.0% | +10.2% | +80.8% | +82.8% |
| All | +91.0% | +8.5% | +82.6% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling