+105.1%
DOCN vs SU
+302.2%
-197.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +9.1% |
| 7D | +3.7% | -4.3% | +8.0% | +5.2% |
| 30D | -33.7% | -6.2% | -27.5% | -32.6% |
| 3M | -27.9% | +9.7% | -37.6% | -30.3% |
| 6M | -46.4% | +7.3% | -53.7% | -48.1% |
| YTD | +81.1% | +58.7% | +22.4% | +55.2% |
| 1Y | +74.3% | +59.7% | +14.6% | +49.0% |
| 3Y | +245.8% | +129.2% | +116.6% | +166.9% |
| 5Y | -23.7% | +223.7% | -247.4% | -47.1% |
| All | +105.1% | +302.2% | -197.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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