+51.6%
SPGI vs DOCN
+102.5%
-50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.2% | +10.5% | +4.0% |
| 7D | +7.2% | -20.0% | +27.2% | +9.2% |
| 30D | +23.2% | -38.8% | +62.0% | +28.2% |
| 3M | +17.0% | -34.8% | +51.8% | +20.3% |
| 6M | +20.4% | -22.8% | +43.2% | +18.7% |
| YTD | -1.9% | +74.6% | -76.5% | -13.8% |
| 1Y | +2.9% | +116.4% | -113.5% | -12.5% |
| 3Y | +36.2% | +239.3% | -203.1% | +4.0% |
| 5Y | +14.8% | -20.2% | +35.0% | -5.0% |
| All | +51.6% | +102.5% | -50.9% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling