+80.9%
DIA vs DOCN
+102.5%
-21.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.2% | +10.3% | +3.7% |
| 7D | +1.6% | -20.0% | +21.6% | +3.4% |
| 30D | +4.1% | -38.8% | +42.9% | +8.0% |
| 3M | -1.0% | -34.8% | +33.8% | +1.7% |
| 6M | +9.7% | -22.8% | +32.4% | +9.4% |
| YTD | +12.2% | +74.6% | -62.4% | +2.4% |
| 1Y | +14.9% | +116.4% | -101.6% | +2.4% |
| 3Y | +64.2% | +239.3% | -175.2% | +36.9% |
| 5Y | +60.9% | -20.2% | +81.1% | +39.6% |
| All | +80.9% | +102.5% | -21.5% | +58.3% |
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