+78.7%
CSX vs DOCN
+236.1%
-157.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.8% | +3.0% |
| 7D | +0.1% | -20.0% | +20.2% | +1.4% |
| 30D | +9.7% | -38.8% | +48.5% | +12.8% |
| 3M | +2.3% | -34.8% | +37.1% | +4.3% |
| 6M | +17.1% | -22.8% | +39.9% | +15.5% |
| YTD | +44.9% | +74.6% | -29.7% | +28.3% |
| 1Y | +47.1% | +116.4% | -69.3% | +26.2% |
| All | +78.7% | +236.1% | -157.4% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling