+70.5%
DOCN vs FIVE
+24.3%
+46.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -19.2% | -0.3% | -18.9% | -19.1% |
| 30D | -43.1% | +17.7% | -60.7% | -47.6% |
| 3M | -40.7% | +4.0% | -44.7% | -42.6% |
| 6M | -55.0% | +2.6% | -57.6% | -56.8% |
| YTD | +50.6% | +27.6% | +23.0% | +28.3% |
| 1Y | +54.0% | +59.9% | -6.0% | +16.6% |
| 3Y | +203.9% | +35.8% | +168.1% | +130.5% |
| 5Y | -29.4% | +14.4% | -43.8% | -42.5% |
| All | +70.5% | +24.3% | +46.3% | +29.0% |
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