+93.3%
CME vs DOCN
+108.0%
-14.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +0.8% |
| 7D | +3.9% | +19.1% | -15.1% | +4.0% |
| 30D | +11.3% | -21.0% | +32.4% | +11.3% |
| 3M | +19.6% | -34.7% | +54.3% | +19.5% |
| 6M | +8.1% | -45.8% | +53.8% | +8.1% |
| YTD | +20.4% | +79.4% | -59.0% | +18.5% |
| 1Y | +16.5% | +91.0% | -74.5% | +14.6% |
| 3Y | +66.4% | +237.5% | -171.0% | +59.6% |
| 5Y | +74.5% | -30.4% | +104.9% | +67.9% |
| All | +93.3% | +108.0% | -14.7% | +92.7% |
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 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