+109.4%
C vs DOCN
-34.6%
+143.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -15.9% | +10.8% | -3.0% |
| 7D | -5.3% | -29.3% | +24.0% | -1.2% |
| 30D | -7.3% | -46.0% | +38.7% | -0.3% |
| 3M | -13.5% | -43.2% | +29.7% | -8.1% |
| 6M | -6.5% | -53.7% | +47.2% | +0.9% |
| YTD | +3.6% | +46.9% | -43.3% | -7.3% |
| 1Y | +18.9% | +54.3% | -35.4% | +5.5% |
| 3Y | +205.0% | +185.5% | +19.4% | +141.1% |
| 5Y | +109.4% | -31.1% | +140.5% | +73.7% |
| All | +109.4% | -34.6% | +143.9% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling