-28.0%
DIS vs DOCN
-8.3%
-19.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.2% | +11.3% | +5.0% |
| 7D | +9.1% | -20.0% | +29.1% | +11.8% |
| 30D | +14.8% | -38.8% | +53.6% | +21.0% |
| 3M | +21.2% | -34.8% | +56.0% | +25.7% |
| 6M | +18.3% | -22.8% | +41.1% | +16.7% |
| YTD | +5.4% | +74.6% | -69.3% | -11.1% |
| 1Y | +8.3% | +116.4% | -108.2% | -12.4% |
| 3Y | +44.2% | +239.3% | -195.1% | +1.1% |
| 5Y | -28.0% | -20.2% | -7.7% | -45.2% |
| All | -28.0% | -8.3% | -19.6% | -45.2% |
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 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