+136.8%
SPOT vs DOCN
+108.0%
+28.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.5% | +3.1% |
| 7D | +1.6% | +19.1% | -17.5% | -1.6% |
| 30D | +16.9% | -21.0% | +37.9% | +20.4% |
| 3M | +23.0% | -34.7% | +57.7% | +29.0% |
| 6M | +42.2% | -45.8% | +87.9% | +51.7% |
| YTD | +5.5% | +79.4% | -73.9% | -21.0% |
| 1Y | -5.1% | +91.0% | -96.1% | -30.2% |
| 3Y | +257.9% | +237.5% | +20.5% | +99.5% |
| 5Y | +118.4% | -30.4% | +148.8% | +59.0% |
| All | +136.8% | +108.0% | +28.8% | +34.2% |
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 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