-64.8%
SPCH vs DOCN
-58.8%
-5.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +2.5% | +14.3% | +15.1% |
| 7D | -3.0% | -19.2% | +16.1% | +12.5% |
| 30D | -39.8% | -43.1% | +3.2% | -14.5% |
| 3M | +16.8% | -40.7% | +57.5% | +58.3% |
| All | -64.8% | -58.8% | -5.9% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling