+705.2%
AVGO vs DOCN
+91.6%
+613.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.4% | +3.6% |
| 7D | 0.0% | -12.1% | +12.1% | +2.8% |
| 30D | -8.2% | -41.0% | +32.8% | +2.4% |
| 3M | -21.3% | -38.7% | +17.4% | -13.8% |
| 6M | -22.5% | -51.5% | +29.0% | -11.9% |
| YTD | -3.6% | +65.3% | -68.8% | -19.1% |
| 1Y | -6.7% | +53.9% | -60.6% | -20.4% |
| 3Y | +258.1% | +215.6% | +42.6% | +151.2% |
| 5Y | +560.9% | -26.2% | +587.0% | +428.8% |
| All | +705.2% | +91.6% | +613.6% | +471.0% |
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