-60.5%
SPCH vs DOCN
-55.5%
-5.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.0% | +3.9% | +6.3% |
| 7D | +6.2% | -12.8% | +19.0% | +17.1% |
| 30D | -28.1% | -41.9% | +13.8% | +0.5% |
| 3M | -0.5% | -36.9% | +36.4% | +28.9% |
| All | -60.5% | -55.5% | -5.0% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling