+72.7%
SPYM vs DOCN
-31.5%
+104.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.7% | +1.3% |
| 7D | +0.1% | -12.8% | +12.9% | +1.6% |
| 30D | -3.3% | -41.9% | +38.6% | +2.8% |
| 3M | -2.4% | -36.9% | +34.5% | +2.0% |
| 6M | +2.6% | -52.2% | +54.8% | +10.1% |
| YTD | +11.3% | +62.7% | -51.4% | -1.9% |
| 1Y | +13.5% | +58.2% | -44.8% | +0.2% |
| 3Y | +80.3% | +219.5% | -139.2% | +37.1% |
| 5Y | +72.7% | -32.9% | +105.6% | +46.6% |
| All | +72.7% | -31.5% | +104.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling