+607.1%
AVGO vs DOCN
+70.4%
+536.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -15.9% | +5.4% | -7.0% |
| 7D | -15.5% | -29.3% | +13.8% | -9.0% |
| 30D | -22.4% | -46.0% | +23.6% | -11.9% |
| 3M | -30.2% | -43.2% | +13.0% | -22.3% |
| 6M | -31.6% | -53.7% | +22.2% | -21.4% |
| YTD | -15.3% | +46.9% | -62.2% | -27.1% |
| 1Y | -18.2% | +54.3% | -72.5% | -30.4% |
| 3Y | +241.2% | +185.5% | +55.6% | +144.3% |
| 5Y | +469.8% | -31.1% | +500.9% | +365.2% |
| All | +607.1% | +70.4% | +536.7% | +414.1% |
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