+132.2%
DOCN vs PSKY
-90.7%
+222.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.8% | -5.0% | -10.3% |
| 7D | -26.8% | -24.6% | -2.2% | -28.9% |
| 30D | -17.9% | -36.1% | +18.2% | -21.7% |
| 3M | +115.4% | -53.4% | +168.8% | +108.1% |
| 6M | +115.4% | -53.4% | +168.8% | +108.1% |
| YTD | +115.4% | -53.4% | +168.8% | +108.1% |
| 1Y | +129.1% | -58.4% | +187.4% | +129.1% |
| 3Y | +317.3% | -40.7% | +358.0% | +236.2% |
| 5Y | +10.8% | -80.0% | +90.8% | +21.5% |
| All | +132.2% | -90.7% | +222.9% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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