+66.4%
DOCN vs FIVE
+24.8%
+41.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.3% | -11.6% | -13.8% |
| 7D | -29.3% | -1.7% | -27.6% | -28.7% |
| 30D | -46.0% | +14.9% | -61.0% | -49.7% |
| 3M | -43.2% | +7.6% | -50.8% | -46.0% |
| 6M | -53.7% | +6.4% | -60.1% | -56.4% |
| YTD | +46.9% | +28.1% | +18.8% | +24.9% |
| 1Y | +54.3% | +54.7% | -0.4% | +18.8% |
| 3Y | +185.5% | +36.1% | +149.5% | +116.4% |
| 5Y | -31.1% | +14.9% | -46.0% | -44.0% |
| All | +66.4% | +24.8% | +41.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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