-59.4%
SE vs DOCN
+102.5%
-161.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.2% | +11.6% | +6.7% |
| 7D | +6.7% | -20.0% | +26.7% | +13.9% |
| 30D | -17.2% | -38.8% | +21.6% | -4.8% |
| 3M | -28.0% | -34.8% | +6.8% | -20.8% |
| 6M | -6.1% | -22.8% | +16.7% | -9.8% |
| YTD | -37.1% | +74.6% | -111.7% | -58.4% |
| 1Y | -48.8% | +116.4% | -165.2% | -69.4% |
| 3Y | +79.0% | +239.3% | -160.3% | -27.9% |
| 5Y | -77.5% | -20.2% | -57.3% | -85.6% |
| All | -59.4% | +102.5% | -161.9% | -81.0% |
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