+105.5%
C vs DOCN
+74.7%
+30.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -2.4% | -19.2% | +16.8% | -0.1% |
| 30D | -6.0% | -43.1% | +37.1% | -0.1% |
| 3M | -10.5% | -40.7% | +30.2% | -6.0% |
| 6M | -5.7% | -55.0% | +49.3% | +1.5% |
| YTD | +4.1% | +50.6% | -46.5% | -5.8% |
| 1Y | +20.5% | +54.0% | -33.5% | +8.6% |
| 3Y | +208.1% | +203.9% | +4.2% | +149.9% |
| 5Y | +110.4% | -29.4% | +139.8% | +76.1% |
| All | +105.5% | +74.7% | +30.9% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling