+252.3%
DOCN vs SW
+42.5%
+209.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.2% | -8.2% |
| 7D | -20.0% | +12.1% | -32.1% | -22.7% |
| 30D | -38.8% | +6.6% | -45.3% | -40.0% |
| 3M | -34.8% | -6.0% | -28.8% | -34.1% |
| 6M | -22.8% | +21.5% | -44.3% | -29.0% |
| YTD | +74.6% | +20.3% | +54.3% | +58.6% |
| 1Y | +116.4% | +28.1% | +88.3% | +91.8% |
| All | +252.3% | +42.5% | +209.8% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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