+94.4%
DAL vs DOCN
+70.4%
+24.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.9% | +11.5% | -1.3% |
| 7D | +4.6% | -29.3% | +33.8% | +11.2% |
| 30D | +2.3% | -46.0% | +48.4% | +14.1% |
| 3M | -8.1% | -43.2% | +35.1% | +0.4% |
| 6M | +21.4% | -53.7% | +75.1% | +35.6% |
| YTD | +24.3% | +46.9% | -22.6% | +3.7% |
| 1Y | +47.4% | +54.3% | -7.0% | +21.2% |
| 3Y | +164.6% | +185.5% | -20.9% | +83.5% |
| 5Y | +100.2% | -31.1% | +131.3% | +53.6% |
| All | +94.4% | +70.4% | +24.1% | +45.4% |
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