-31.2%
DIS vs DOCN
-34.6%
+3.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | +0.4% |
| 7D | +5.7% | -29.3% | +35.0% | +9.8% |
| 30D | +12.7% | -46.0% | +58.7% | +20.4% |
| 3M | +15.2% | -43.2% | +58.4% | +21.2% |
| 6M | +17.6% | -53.7% | +71.3% | +25.6% |
| YTD | +3.8% | +46.9% | -43.1% | -10.7% |
| 1Y | +6.8% | +54.3% | -47.5% | -9.2% |
| 3Y | +42.1% | +185.5% | -143.4% | +1.4% |
| 5Y | -31.2% | -31.1% | -0.1% | -46.5% |
| All | -31.2% | -34.6% | +3.4% | -46.5% |
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