+741.6%
AVGO vs DOCN
+108.0%
+633.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.6% | -3.8% |
| 7D | +18.2% | +19.1% | -0.9% | +13.8% |
| 30D | +0.2% | -21.0% | +21.2% | +5.2% |
| 3M | -16.8% | -34.7% | +18.0% | -10.0% |
| 6M | -16.5% | -45.8% | +29.3% | -7.2% |
| YTD | +0.8% | +79.4% | -78.6% | -16.9% |
| 1Y | +2.8% | +91.0% | -88.2% | -16.3% |
| 3Y | +278.5% | +237.5% | +41.1% | +161.5% |
| 5Y | +573.1% | -30.4% | +603.5% | +436.5% |
| All | +741.6% | +108.0% | +633.6% | +486.2% |
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