+205.4%
AAPL vs DOCN
+108.0%
+97.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.9% |
| 7D | +4.1% | +19.1% | -15.0% | +1.8% |
| 30D | +4.0% | -21.0% | +25.0% | +6.4% |
| 3M | +16.8% | -34.7% | +51.5% | +21.3% |
| 6M | +19.4% | -45.8% | +65.2% | +25.6% |
| YTD | +31.5% | +79.4% | -47.9% | +11.5% |
| 1Y | +31.0% | +91.0% | -60.0% | +9.7% |
| 3Y | +95.3% | +237.5% | -142.2% | +40.8% |
| 5Y | +143.4% | -30.4% | +173.8% | +93.8% |
| All | +205.4% | +108.0% | +97.4% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling