+21.0%
SGOV vs DOCN
+108.0%
-87.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | +19.1% | -19.0% | +0.1% |
| 30D | +0.3% | -21.0% | +21.4% | +0.3% |
| 3M | +1.0% | -34.7% | +35.7% | +1.0% |
| 6M | +1.9% | -45.8% | +47.7% | +1.9% |
| YTD | +3.2% | +79.4% | -76.2% | +3.2% |
| 1Y | +3.8% | +91.0% | -87.3% | +3.8% |
| 3Y | +14.1% | +237.5% | -223.3% | +14.1% |
| 5Y | +21.0% | -30.4% | +51.4% | +21.0% |
| All | +21.0% | +108.0% | -87.0% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling