+20.1%
SGOV vs DOCN
+171.0%
-150.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.3% | -9.6% | +10.0% | +0.3% |
| 3M | +1.0% | -37.7% | +38.6% | +1.0% |
| 6M | +1.9% | +115.2% | -113.3% | +1.9% |
| YTD | +2.5% | +133.7% | -131.2% | +2.5% |
| 1Y | +3.8% | +250.2% | -246.3% | +3.8% |
| 3Y | +14.4% | +320.3% | -305.9% | +14.5% |
| 5Y | +20.1% | +53.1% | -33.0% | +20.1% |
| All | +20.1% | +171.0% | -150.9% | +20.1% |
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