+132.3%
B vs DOCN
+102.5%
+29.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.2% | +15.5% | +8.8% |
| 7D | +1.1% | -20.0% | +21.1% | +2.6% |
| 30D | +0.3% | -38.8% | +39.1% | +3.4% |
| 3M | +5.4% | -34.8% | +40.2% | +7.9% |
| 6M | +5.5% | -22.8% | +28.3% | +6.3% |
| YTD | -6.3% | +74.6% | -80.9% | -10.9% |
| 1Y | +29.4% | +116.4% | -87.1% | +21.3% |
| 3Y | +160.3% | +239.3% | -79.1% | +136.2% |
| 5Y | +144.6% | -20.2% | +164.8% | +124.4% |
| All | +132.3% | +102.5% | +29.8% | +117.1% |
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