+324.3%
DOCN vs SPYG
+98.8%
+225.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | +1.1% | +0.4% | +0.8% | +0.5% |
| 30D | -9.6% | -0.4% | -9.2% | -8.6% |
| 3M | -37.7% | +0.5% | -38.2% | -37.4% |
| 6M | +115.2% | +17.5% | +97.7% | +70.0% |
| YTD | +133.7% | +14.3% | +119.4% | +93.5% |
| 1Y | +250.2% | +21.7% | +228.4% | +165.1% |
| All | +324.3% | +98.8% | +225.4% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling