+112.9%
SPY vs DOCN
+102.5%
+10.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.8% | +2.5% |
| 7D | -0.7% | -20.0% | +19.3% | +1.8% |
| 30D | -1.0% | -38.8% | +37.7% | +4.3% |
| 3M | -0.3% | -34.8% | +34.5% | +3.7% |
| 6M | +7.3% | -22.8% | +30.1% | +7.3% |
| YTD | +13.3% | +74.6% | -61.3% | +0.1% |
| 1Y | +14.8% | +116.4% | -101.6% | -1.9% |
| 3Y | +82.9% | +239.3% | -156.4% | +41.7% |
| 5Y | +75.6% | -20.2% | +95.8% | +46.2% |
| All | +112.9% | +102.5% | +10.5% | +72.7% |
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