+164.6%
DOCN vs SPYG
+126.8%
+37.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -37.7% | +0.5% | -38.2% | -37.3% |
| 6M | +115.2% | +17.5% | +97.7% | +64.3% |
| YTD | +133.7% | +14.3% | +119.4% | +88.0% |
| 1Y | +250.2% | +21.7% | +228.4% | +153.4% |
| 3Y | +320.3% | +98.6% | +221.7% | +23.2% |
| 5Y | +53.1% | +85.1% | -32.0% | -36.6% |
| All | +164.6% | +126.8% | +37.8% | -12.1% |
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