+70.5%
DOCN vs SPYG
+109.3%
-38.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.8% |
| 7D | -19.2% | -3.6% | -15.5% | -12.8% |
| 30D | -43.1% | -11.2% | -31.9% | -27.4% |
| 3M | -40.7% | -8.1% | -32.6% | -28.5% |
| 6M | -55.0% | -3.3% | -51.7% | -49.7% |
| YTD | +50.6% | +5.5% | +45.1% | +44.3% |
| 1Y | +54.0% | +7.0% | +47.0% | +44.4% |
| 3Y | +203.9% | +89.5% | +114.4% | -1.1% |
| 5Y | -29.4% | +63.3% | -92.7% | -62.9% |
| All | +70.5% | +109.3% | -38.8% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling