+53.3%
DIA vs DOCN
-32.3%
+85.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.6% |
| 7D | -0.9% | -19.2% | +18.2% | +0.8% |
| 30D | +0.3% | -43.1% | +43.3% | +4.8% |
| 3M | -4.5% | -40.7% | +36.2% | -1.0% |
| 6M | +3.4% | -55.0% | +58.3% | +9.1% |
| YTD | +7.8% | +50.6% | -42.8% | -1.4% |
| 1Y | +10.7% | +54.0% | -43.2% | +0.9% |
| 3Y | +57.5% | +203.9% | -146.4% | +29.3% |
| All | +53.3% | -32.3% | +85.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling