+105.1%
DOCN vs CLX
-31.6%
+136.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.6% |
| 7D | +3.7% | +7.8% | -4.0% | +4.2% |
| 30D | -33.7% | +28.5% | -62.2% | -32.4% |
| 3M | -27.9% | +1.3% | -29.2% | -27.5% |
| 6M | -46.4% | +23.4% | -69.8% | -45.7% |
| YTD | +81.1% | +11.4% | +69.7% | +83.3% |
| 1Y | +74.3% | +6.9% | +67.4% | +76.8% |
| 3Y | +245.8% | -9.8% | +255.6% | +255.0% |
| 5Y | -23.7% | -22.7% | -1.1% | -26.8% |
| All | +105.1% | -31.6% | +136.7% | +90.9% |
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