+151.8%
AXP vs DOCN
+171.0%
-19.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -6.5% | -9.6% | +3.1% | -5.7% |
| 3M | +4.6% | -37.7% | +42.3% | +9.8% |
| 6M | +5.4% | +115.2% | -109.8% | -9.5% |
| YTD | -11.1% | +133.7% | -144.8% | -25.3% |
| 1Y | -0.3% | +250.2% | -250.5% | -22.1% |
| 3Y | +111.6% | +320.3% | -208.7% | +56.3% |
| 5Y | +117.6% | +53.1% | +64.5% | +70.9% |
| All | +151.8% | +171.0% | -19.2% | +99.6% |
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