+84.8%
ADP vs DOCN
+74.7%
+10.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.4% |
| 7D | +3.2% | -19.2% | +22.4% | +4.3% |
| 30D | +14.9% | -43.1% | +58.0% | +18.0% |
| 3M | +11.6% | -40.7% | +52.3% | +13.9% |
| 6M | +48.5% | -55.0% | +103.4% | +53.4% |
| YTD | +20.6% | +50.6% | -30.1% | +10.5% |
| 1Y | +23.7% | +54.0% | -30.3% | +13.0% |
| 3Y | +47.8% | +203.9% | -156.1% | +21.6% |
| 5Y | +47.7% | -29.4% | +77.1% | +28.3% |
| All | +84.8% | +74.7% | +10.1% | +61.4% |
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