+109.7%
SPOT vs DOCN
+171.0%
-61.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.7% |
| 7D | -0.9% | +1.1% | -2.1% | -1.2% |
| 30D | +12.5% | -9.6% | +22.1% | +13.8% |
| 3M | +9.9% | -37.7% | +47.6% | +18.2% |
| 6M | +1.6% | +115.2% | -113.7% | -22.7% |
| YTD | -6.6% | +133.7% | -140.3% | -31.6% |
| 1Y | -22.9% | +250.2% | -273.1% | -50.5% |
| 3Y | +244.3% | +320.3% | -76.0% | +88.3% |
| 5Y | +117.8% | +53.1% | +64.7% | +42.7% |
| All | +109.7% | +171.0% | -61.3% | +16.2% |
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