+88.9%
SO vs DOCN
+88.7%
+0.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +1.4% |
| 7D | -1.1% | -12.8% | +11.7% | -1.3% |
| 30D | +8.6% | -41.9% | +50.5% | +7.9% |
| 3M | +1.8% | -36.9% | +38.7% | +1.3% |
| 6M | +3.6% | -52.2% | +55.9% | +3.0% |
| YTD | +9.9% | +62.7% | -52.8% | +10.0% |
| 1Y | +5.7% | +58.2% | -52.5% | +5.8% |
| 3Y | +52.5% | +219.5% | -167.0% | +51.5% |
| 5Y | +77.3% | -32.9% | +110.2% | +70.9% |
| All | +88.9% | +88.7% | +0.2% | +93.6% |
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