+118.5%
SPOT vs DOCN
-31.5%
+150.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | -0.4% |
| 7D | +2.5% | -12.8% | +15.3% | +4.7% |
| 30D | +15.1% | -41.9% | +57.0% | +25.5% |
| 3M | +24.8% | -36.9% | +61.7% | +31.6% |
| 6M | +45.8% | -52.2% | +98.0% | +59.8% |
| YTD | +4.9% | +62.7% | -57.8% | -21.4% |
| 1Y | -1.3% | +58.2% | -59.5% | -25.7% |
| 3Y | +257.7% | +219.5% | +38.2% | +89.9% |
| 5Y | +118.5% | -32.9% | +151.4% | +61.7% |
| All | +118.5% | -31.5% | +150.0% | +61.7% |
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