-34.8%
DIS vs DOCN
+74.7%
-109.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | +5.2% | -19.2% | +24.4% | +7.5% |
| 30D | +11.5% | -43.1% | +54.5% | +17.8% |
| 3M | +11.5% | -40.7% | +52.2% | +16.4% |
| 6M | +8.9% | -55.0% | +63.8% | +16.2% |
| YTD | +3.4% | +50.6% | -47.2% | -9.9% |
| 1Y | +7.2% | +54.0% | -46.8% | -7.0% |
| 3Y | +43.3% | +203.9% | -160.6% | +5.7% |
| 5Y | -31.4% | -29.4% | -2.1% | -45.7% |
| All | -34.8% | +74.7% | -109.5% | -48.2% |
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