+78.4%
CSX vs DOCN
+102.5%
-24.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.8% | +3.1% |
| 7D | +0.1% | -20.0% | +20.2% | +1.7% |
| 30D | +9.7% | -38.8% | +48.5% | +13.4% |
| 3M | +2.3% | -34.8% | +37.1% | +4.7% |
| 6M | +17.1% | -22.8% | +39.9% | +16.2% |
| YTD | +44.9% | +74.6% | -29.7% | +31.3% |
| 1Y | +47.1% | +116.4% | -69.3% | +30.0% |
| 3Y | +78.6% | +239.3% | -160.8% | +47.2% |
| 5Y | +57.2% | -20.2% | +77.4% | +34.1% |
| All | +78.4% | +102.5% | -24.0% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling