+104.2%
SPY vs DOCN
+74.7%
+29.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -2.7% | -19.2% | +16.4% | -0.4% |
| 30D | -5.4% | -43.1% | +37.7% | +0.5% |
| 3M | -4.1% | -40.7% | +36.6% | +0.8% |
| 6M | +0.7% | -55.0% | +55.7% | +8.4% |
| YTD | +8.7% | +50.6% | -42.0% | -2.4% |
| 1Y | +10.9% | +54.0% | -43.1% | -0.9% |
| 3Y | +75.0% | +203.9% | -128.9% | +37.1% |
| 5Y | +67.8% | -29.4% | +97.2% | +41.9% |
| All | +104.2% | +74.7% | +29.5% | +68.3% |
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