+77.8%
SO vs DOCN
+171.0%
-93.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.1% |
| 30D | -4.6% | -9.6% | +5.1% | -4.7% |
| 3M | -3.0% | -37.7% | +34.7% | -3.4% |
| 6M | -8.3% | +115.2% | -123.5% | -7.9% |
| YTD | +3.5% | +133.7% | -130.2% | +4.0% |
| 1Y | -0.9% | +250.2% | -251.1% | -0.5% |
| 3Y | +45.4% | +320.3% | -274.9% | +45.0% |
| 5Y | +59.6% | +53.1% | +6.5% | +58.0% |
| All | +77.8% | +171.0% | -93.2% | +83.0% |
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