+60.1%
DOCN vs M
+27.3%
+32.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.7% |
| 7D | +1.1% | +4.7% | -3.6% | -1.0% |
| 30D | -9.6% | -9.6% | 0.0% | -5.7% |
| 3M | -37.7% | +0.9% | -38.5% | -38.8% |
| 6M | +115.2% | +22.3% | +92.9% | +93.3% |
| YTD | +133.7% | +6.5% | +127.2% | +121.1% |
| 1Y | +250.2% | +38.8% | +211.4% | +192.1% |
| 3Y | +320.3% | +115.9% | +204.4% | +156.4% |
| All | +60.1% | +27.3% | +32.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling