-41.1%
DIS vs DOCN
+54.1%
-95.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | -2.6% | +1.1% | -3.7% | -2.8% |
| 30D | +3.5% | -9.6% | +13.1% | +4.3% |
| 3M | +6.8% | -37.7% | +44.5% | +12.3% |
| 6M | +3.0% | +115.2% | -112.2% | -12.9% |
| YTD | -6.7% | +133.7% | -140.5% | -23.0% |
| 1Y | -10.1% | +250.2% | -260.2% | -31.6% |
| 3Y | +33.0% | +320.3% | -287.2% | -7.6% |
| All | -41.1% | +54.1% | -95.2% | -58.8% |
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