-5.9%
SAP vs DOCN
+110.0%
-116.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.4% | +4.3% |
| 7D | +1.3% | -20.0% | +21.3% | +1.6% |
| 30D | +15.5% | -38.8% | +54.3% | +16.6% |
| 3M | +22.8% | -34.8% | +57.6% | +23.5% |
| 6M | +42.5% | -22.8% | +65.2% | +38.7% |
| YTD | +0.5% | +74.6% | -74.1% | -12.7% |
| 1Y | -5.9% | +116.4% | -122.4% | -19.3% |
| All | -5.9% | +110.0% | -116.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling