-17.1%
DOCN vs PSKY
-78.1%
+61.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.8% | -5.0% | -10.3% |
| 7D | -26.8% | -24.6% | -2.2% | -28.8% |
| 30D | -17.9% | -36.1% | +18.2% | -21.6% |
| 3M | +104.0% | -54.8% | +158.8% | +96.8% |
| 6M | +104.0% | -54.8% | +158.8% | +96.8% |
| YTD | +104.0% | -54.8% | +158.8% | +96.8% |
| 1Y | +129.1% | -58.4% | +187.4% | +126.4% |
| 3Y | +317.3% | -40.7% | +358.0% | +222.8% |
| All | -17.1% | -78.1% | +61.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling