+85.9%
CME vs DOCN
+74.7%
+11.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.4% |
| 7D | +0.9% | -19.2% | +20.1% | +0.8% |
| 30D | +13.2% | -43.1% | +56.2% | +13.0% |
| 3M | +16.3% | -40.7% | +57.0% | +16.1% |
| 6M | +7.1% | -55.0% | +62.1% | +7.1% |
| YTD | +15.8% | +50.6% | -34.8% | +14.0% |
| 1Y | +17.1% | +54.0% | -36.9% | +15.1% |
| 3Y | +63.2% | +203.9% | -140.7% | +55.9% |
| 5Y | +70.2% | -29.4% | +99.6% | +64.4% |
| All | +85.9% | +74.7% | +11.3% | +85.3% |
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