+102.7%
CELH vs DOCN
+205.3%
-102.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +12.6% | -16.2% | -6.3% |
| 7D | -3.8% | +16.3% | -20.1% | -7.3% |
| 30D | +6.4% | +2.0% | +4.4% | +4.7% |
| 3M | +5.6% | -25.2% | +30.7% | +9.6% |
| 6M | -31.1% | +132.7% | -163.8% | -50.8% |
| YTD | -35.4% | +163.3% | -198.7% | -56.5% |
| 1Y | -46.9% | +280.3% | -327.2% | -68.8% |
| 3Y | -56.0% | +371.8% | -427.9% | -79.7% |
| 5Y | +1.2% | +87.1% | -85.9% | -40.7% |
| All | +102.7% | +205.3% | -102.6% | +10.3% |
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 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