+136.5%
C vs DOCN
+171.0%
-34.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +3.6% | +1.1% | +2.5% | +3.5% |
| 30D | +0.1% | -9.6% | +9.7% | +1.0% |
| 3M | +2.4% | -37.7% | +40.1% | +7.3% |
| 6M | +24.9% | +115.2% | -90.3% | +10.1% |
| YTD | +19.8% | +133.7% | -113.9% | +3.9% |
| 1Y | +44.9% | +250.2% | -205.3% | +18.4% |
| 3Y | +263.0% | +320.3% | -57.3% | +184.3% |
| 5Y | +129.5% | +53.1% | +76.4% | +83.7% |
| All | +136.5% | +171.0% | -34.5% | +92.9% |
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