+157.6%
AXP vs DOCN
+102.5%
+55.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.2% | +9.3% | +3.0% |
| 7D | +4.6% | -20.0% | +24.6% | +7.2% |
| 30D | +9.7% | -38.8% | +48.5% | +15.7% |
| 3M | -3.8% | -34.8% | +31.0% | -0.1% |
| 6M | +4.8% | -22.8% | +27.6% | +3.9% |
| YTD | -9.1% | +74.6% | -83.7% | -21.7% |
| 1Y | -6.7% | +116.4% | -123.1% | -22.6% |
| 3Y | +125.2% | +239.3% | -114.1% | +69.4% |
| 5Y | +105.0% | -20.2% | +125.2% | +64.0% |
| All | +157.6% | +102.5% | +55.1% | +109.2% |
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 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