+88.4%
SO vs DOCN
+70.4%
+18.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.9% | +16.1% | 0.0% |
| 7D | +0.4% | -29.3% | +29.7% | -0.1% |
| 30D | +9.2% | -46.0% | +55.3% | +8.5% |
| 3M | +1.1% | -43.2% | +44.3% | +0.5% |
| 6M | -1.1% | -53.7% | +52.7% | -1.8% |
| YTD | +9.7% | +46.9% | -37.3% | +9.6% |
| 1Y | +5.5% | +54.3% | -48.9% | +5.4% |
| 3Y | +47.0% | +185.5% | -138.5% | +45.9% |
| 5Y | +77.6% | -31.1% | +108.7% | +71.8% |
| All | +88.4% | +70.4% | +18.0% | +92.8% |
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