+69.4%
CSX vs DOCN
+171.0%
-101.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -3.1% | -9.6% | +6.6% | -2.5% |
| 3M | +7.2% | -37.7% | +44.9% | +10.7% |
| 6M | +16.2% | +115.2% | -99.0% | +5.1% |
| YTD | +37.5% | +133.7% | -96.2% | +22.8% |
| 1Y | +53.2% | +250.2% | -196.9% | +30.5% |
| 3Y | +68.2% | +320.3% | -252.1% | +37.3% |
| 5Y | +65.2% | +53.1% | +12.1% | +39.1% |
| All | +69.4% | +171.0% | -101.6% | +44.8% |
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 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