+9.5%
SPGI vs DOCN
+54.1%
-44.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.9% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +8.4% | -9.6% | +18.0% | +9.2% |
| 3M | +11.8% | -37.7% | +49.5% | +16.5% |
| 6M | +5.7% | +115.2% | -109.5% | -8.4% |
| YTD | -9.7% | +133.7% | -143.4% | -23.0% |
| 1Y | -12.5% | +250.2% | -262.6% | -30.3% |
| 3Y | +21.8% | +320.3% | -298.5% | -10.5% |
| All | +9.5% | +54.1% | -44.6% | -16.4% |
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 · 6 months rolling