+104.4%
SPYM vs DOCN
+70.4%
+34.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.9% | +11.5% | -2.5% |
| 7D | -4.7% | -29.3% | +24.5% | -1.0% |
| 30D | -5.9% | -46.0% | +40.1% | +0.5% |
| 3M | -4.5% | -43.2% | +38.7% | +0.8% |
| 6M | +1.9% | -53.7% | +55.6% | +9.1% |
| YTD | +8.4% | +46.9% | -38.5% | -2.2% |
| 1Y | +9.4% | +54.3% | -44.9% | -2.1% |
| 3Y | +75.3% | +185.5% | -110.3% | +38.8% |
| 5Y | +67.9% | -31.1% | +99.0% | +42.8% |
| All | +104.4% | +70.4% | +34.0% | +69.5% |
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