+113.3%
SPY vs DOCN
+171.0%
-57.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +0.1% | -9.6% | +9.7% | +1.0% |
| 3M | +2.0% | -37.7% | +39.7% | +6.9% |
| 6M | +13.0% | +115.2% | -102.2% | -1.0% |
| YTD | +13.5% | +133.7% | -120.2% | -2.3% |
| 1Y | +20.0% | +250.2% | -230.2% | -3.1% |
| 3Y | +77.2% | +320.3% | -243.1% | +34.6% |
| 5Y | +81.9% | +53.1% | +28.8% | +45.8% |
| All | +113.3% | +171.0% | -57.7% | +68.6% |
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