+45.8%
CSX vs DOCN
+56.0%
-10.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.9% | +13.5% | -2.4% |
| 7D | -2.7% | -29.3% | +26.6% | -2.9% |
| 30D | +7.0% | -46.0% | +53.0% | +6.8% |
| 3M | -0.3% | -43.2% | +42.9% | -0.6% |
| 6M | +13.5% | -53.7% | +67.3% | +13.3% |
| YTD | +41.5% | +46.9% | -5.4% | +31.8% |
| 1Y | +45.8% | +54.3% | -8.6% | +34.5% |
| All | +45.8% | +56.0% | -10.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling