+115.4%
C vs DOCN
+102.5%
+12.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +8.8% | +2.5% |
| 7D | +1.1% | -20.0% | +21.1% | +3.6% |
| 30D | -2.4% | -38.8% | +36.3% | +2.8% |
| 3M | -8.4% | -34.8% | +26.5% | -4.7% |
| 6M | +0.3% | -22.8% | +23.1% | +0.5% |
| YTD | +9.1% | +74.6% | -65.5% | -2.9% |
| 1Y | +26.0% | +116.4% | -90.4% | +8.8% |
| 3Y | +221.2% | +239.3% | -18.2% | +157.1% |
| 5Y | +120.4% | -20.2% | +140.7% | +81.5% |
| All | +115.4% | +102.5% | +12.9% | +80.3% |
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