+87.1%
DOCN vs CLX
-31.8%
+118.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.6% |
| 7D | -12.1% | +13.6% | -25.8% | -11.3% |
| 30D | -41.0% | +29.1% | -70.1% | -39.9% |
| 3M | -38.7% | +1.6% | -40.3% | -38.3% |
| 6M | -51.5% | +18.7% | -70.2% | -50.8% |
| YTD | +65.3% | +11.1% | +54.2% | +67.3% |
| 1Y | +53.9% | +7.0% | +46.9% | +56.1% |
| 3Y | +215.6% | -10.0% | +225.6% | +223.9% |
| 5Y | -26.2% | -22.6% | -3.5% | -29.0% |
| All | +87.1% | -31.8% | +118.9% | +74.2% |
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