+68.3%
SPYM vs DOCN
-32.3%
+100.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | -2.7% | -19.2% | +16.5% | -0.3% |
| 30D | -5.4% | -43.1% | +37.7% | +0.8% |
| 3M | -4.1% | -40.7% | +36.6% | +1.0% |
| 6M | +0.8% | -55.0% | +55.7% | +8.9% |
| YTD | +8.8% | +50.6% | -41.9% | -3.2% |
| 1Y | +11.0% | +54.0% | -43.0% | -1.7% |
| 3Y | +75.5% | +203.9% | -128.4% | +34.1% |
| All | +68.3% | -32.3% | +100.5% | +43.6% |
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