+2.9%
SPGI vs DOCN
+110.0%
-107.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.2% | +10.5% | +3.1% |
| 7D | +7.2% | -20.0% | +27.2% | +6.6% |
| 30D | +23.2% | -38.8% | +62.0% | +22.0% |
| 3M | +17.0% | -34.8% | +51.8% | +16.1% |
| 6M | +20.4% | -22.8% | +43.2% | +17.2% |
| YTD | -1.9% | +74.6% | -76.5% | -8.7% |
| 1Y | +2.9% | +116.4% | -113.5% | -3.3% |
| All | +2.9% | +110.0% | -107.2% | -3.3% |
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 · 6 months rolling