-61.7%
SE vs DOCN
+70.4%
-132.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -15.9% | +10.2% | -0.7% |
| 7D | -1.2% | -29.3% | +28.1% | +9.4% |
| 30D | -21.7% | -46.0% | +24.4% | -6.5% |
| 3M | -34.2% | -43.2% | +9.0% | -24.6% |
| 6M | -10.5% | -53.7% | +43.2% | +5.9% |
| YTD | -40.7% | +46.9% | -87.6% | -58.7% |
| 1Y | -52.1% | +54.3% | -106.4% | -67.5% |
| 3Y | +68.9% | +185.5% | -116.7% | -28.4% |
| 5Y | -78.9% | -31.1% | -47.8% | -85.8% |
| All | -61.7% | +70.4% | -132.1% | -81.1% |
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