+109.5%
SPY vs DOCN
+108.0%
+1.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | +2.6% | +19.1% | -16.5% | +0.4% |
| 30D | -2.0% | -21.0% | +19.0% | +0.3% |
| 3M | -2.8% | -34.7% | +32.0% | +1.0% |
| 6M | +2.1% | -45.8% | +47.9% | +7.5% |
| YTD | +11.5% | +79.4% | -67.9% | -2.0% |
| 1Y | +13.5% | +91.0% | -77.6% | -1.2% |
| 3Y | +77.7% | +237.5% | -159.8% | +37.7% |
| 5Y | +72.6% | -30.4% | +103.0% | +43.9% |
| All | +109.5% | +108.0% | +1.5% | +69.0% |
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