+132.2%
DOCN vs PSKY
-90.7%
+222.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.8% | -5.0% | -8.6% |
| 7D | -26.8% | -24.6% | -2.2% | -21.4% |
| 30D | -17.9% | -36.1% | +18.2% | -8.6% |
| 3M | -9.3% | -37.3% | +28.0% | -0.4% |
| 6M | +11.6% | -40.5% | +52.1% | +24.0% |
| YTD | +105.1% | -47.7% | +152.8% | +132.3% |
| 1Y | +129.1% | -58.4% | +187.4% | +174.6% |
| 3Y | +317.3% | -40.7% | +358.0% | +303.0% |
| 5Y | +10.8% | -80.0% | +90.8% | +45.7% |
| All | +132.2% | -90.7% | +222.9% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling