+66.4%
DOCN vs CLX
-36.2%
+102.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.5% | -16.4% | -15.8% |
| 7D | -29.3% | +12.4% | -41.7% | -28.6% |
| 30D | -46.0% | +21.1% | -67.1% | -45.2% |
| 3M | -43.2% | -3.3% | -39.9% | -43.1% |
| 6M | -53.7% | +18.8% | -72.5% | -53.3% |
| YTD | +46.9% | +3.9% | +43.0% | +48.1% |
| 1Y | +54.3% | -3.8% | +58.1% | +56.2% |
| 3Y | +185.5% | -10.5% | +196.1% | +191.6% |
| 5Y | -31.1% | -26.7% | -4.4% | -33.6% |
| All | +66.4% | -36.2% | +102.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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