+151.7%
AXP vs DOCN
+70.4%
+81.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.9% | +13.6% | -0.4% |
| 7D | +0.4% | -29.3% | +29.7% | +4.3% |
| 30D | +7.0% | -46.0% | +53.1% | +14.3% |
| 3M | -6.6% | -43.2% | +36.6% | -1.6% |
| 6M | +3.5% | -53.7% | +57.2% | +10.6% |
| YTD | -11.2% | +46.9% | -58.1% | -22.0% |
| 1Y | -10.2% | +54.3% | -64.5% | -21.9% |
| 3Y | +120.0% | +185.5% | -65.5% | +68.6% |
| 5Y | +95.6% | -31.1% | +126.7% | +59.6% |
| All | +151.7% | +70.4% | +81.3% | +108.3% |
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