+25.6%
B vs DOCN
+56.0%
-30.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.9% | +16.4% | +1.8% |
| 7D | +4.3% | -29.3% | +33.6% | +7.1% |
| 30D | -0.9% | -46.0% | +45.1% | +3.7% |
| 3M | -1.4% | -43.2% | +41.8% | +2.6% |
| 6M | +5.0% | -53.7% | +58.7% | +10.5% |
| YTD | -5.8% | +46.9% | -52.8% | -12.3% |
| 1Y | +25.6% | +54.3% | -28.7% | +14.8% |
| All | +25.6% | +56.0% | -30.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling