+112.3%
AZN vs DOCN
+74.7%
+37.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -0.1% | -19.2% | +19.0% | +0.3% |
| 30D | +16.4% | -43.1% | +59.5% | +17.9% |
| 3M | +15.7% | -40.7% | +56.4% | +16.8% |
| 6M | +0.8% | -55.0% | +55.8% | +2.4% |
| YTD | +2.5% | +50.6% | -48.2% | -2.0% |
| 1Y | +12.4% | +54.0% | -41.5% | +7.4% |
| 3Y | +53.4% | +203.9% | -150.5% | +40.2% |
| 5Y | +62.8% | -29.4% | +92.2% | +48.7% |
| All | +112.3% | +74.7% | +37.6% | +93.5% |
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