+91.8%
CME vs DOCN
+117.0%
-25.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | +2.7% | +27.4% | -24.7% | +2.8% |
| 30D | +13.5% | -29.7% | +43.2% | +13.4% |
| 3M | +20.9% | -32.5% | +53.4% | +20.8% |
| 6M | +11.5% | -42.2% | +53.7% | +11.5% |
| YTD | +19.5% | +87.2% | -67.7% | +17.6% |
| 1Y | +17.2% | +86.2% | -69.0% | +15.4% |
| 3Y | +65.1% | +257.4% | -192.3% | +58.3% |
| 5Y | +73.1% | -27.4% | +100.5% | +66.7% |
| All | +91.8% | +117.0% | -25.3% | +91.3% |
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