+96.4%
SAP vs DOCN
+171.0%
-74.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +9.0% | -9.6% | +18.6% | +10.0% |
| 3M | +14.9% | -37.7% | +52.6% | +20.5% |
| 6M | +11.9% | +115.2% | -103.3% | -4.0% |
| YTD | -9.9% | +133.7% | -143.6% | -23.9% |
| 1Y | -19.5% | +250.2% | -269.7% | -36.6% |
| 3Y | +61.8% | +320.3% | -258.5% | +19.4% |
| 5Y | +56.2% | +53.1% | +3.1% | +22.8% |
| All | +96.4% | +171.0% | -74.6% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling