+137.5%
SPOT vs DOCN
+70.4%
+67.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.9% | +13.7% | +0.7% |
| 7D | +10.3% | -29.3% | +39.5% | +16.5% |
| 30D | +25.9% | -46.0% | +71.9% | +38.5% |
| 3M | +27.4% | -43.2% | +70.6% | +36.8% |
| 6M | +46.5% | -53.7% | +100.2% | +60.1% |
| YTD | +5.8% | +46.9% | -41.1% | -17.8% |
| 1Y | -0.9% | +54.3% | -55.2% | -24.3% |
| 3Y | +261.5% | +185.5% | +75.9% | +106.0% |
| 5Y | +112.6% | -31.1% | +143.7% | +56.2% |
| All | +137.5% | +70.4% | +67.2% | +39.7% |
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 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