+111.9%
DOCN vs INFY
-23.9%
+135.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +27.4% | -4.0% | +31.4% | +29.5% |
| 30D | -29.7% | +7.8% | -37.6% | -33.7% |
| 3M | -32.5% | +0.1% | -32.5% | -34.5% |
| 6M | -42.2% | +4.2% | -46.4% | -47.3% |
| YTD | +87.2% | -29.5% | +116.7% | +119.2% |
| 1Y | +86.2% | -26.5% | +112.7% | +108.8% |
| 3Y | +257.4% | -19.8% | +277.2% | +258.4% |
| 5Y | -27.4% | -40.9% | +13.6% | -5.5% |
| All | +111.9% | -23.9% | +135.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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