+196.4%
DOCN vs CLX
-10.5%
+206.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.5% | -16.4% | -15.8% |
| 7D | -29.3% | +12.4% | -41.7% | -28.0% |
| 30D | -46.0% | +21.1% | -67.1% | -44.4% |
| 3M | -43.2% | -3.3% | -39.9% | -43.0% |
| 6M | -53.7% | +18.8% | -72.5% | -52.8% |
| YTD | +46.9% | +3.9% | +43.0% | +48.9% |
| 1Y | +54.3% | -3.8% | +58.1% | +58.3% |
| All | +196.4% | -10.5% | +206.9% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling