+48.6%
SPGI vs DOCN
+70.4%
-21.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.9% | +13.9% | -0.5% |
| 7D | +2.6% | -29.3% | +31.8% | +5.5% |
| 30D | +19.3% | -46.0% | +65.3% | +25.3% |
| 3M | +15.5% | -43.2% | +58.7% | +20.0% |
| 6M | +18.3% | -53.7% | +72.1% | +24.2% |
| YTD | -3.8% | +46.9% | -50.7% | -14.3% |
| 1Y | +1.3% | +54.3% | -53.0% | -10.4% |
| 3Y | +33.6% | +185.5% | -151.9% | +3.5% |
| 5Y | +13.2% | -31.1% | +44.3% | -5.1% |
| All | +48.6% | +70.4% | -21.7% | +25.5% |
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