+77.2%
SAP vs DOCN
-34.6%
+111.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.9% | +17.3% | +3.3% |
| 7D | +4.0% | -29.3% | +33.3% | +8.0% |
| 30D | +15.7% | -46.0% | +61.7% | +23.6% |
| 3M | +23.4% | -43.2% | +66.6% | +29.9% |
| 6M | +41.3% | -53.7% | +95.0% | +50.8% |
| YTD | +2.0% | +46.9% | -44.9% | -11.4% |
| 1Y | -5.1% | +54.3% | -59.4% | -18.4% |
| 3Y | +82.1% | +185.5% | -103.4% | +35.0% |
| 5Y | +77.2% | -31.1% | +108.3% | +44.6% |
| All | +77.2% | -34.6% | +111.7% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling