+70.5%
DOCN vs PSLV
+83.8%
-13.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -19.2% | +5.1% | -24.3% | -20.5% |
| 30D | -43.1% | -13.3% | -29.7% | -40.4% |
| 3M | -40.7% | -16.5% | -24.2% | -37.3% |
| 6M | -55.0% | -32.8% | -22.2% | -50.0% |
| YTD | +50.6% | -28.8% | +79.4% | +51.2% |
| 1Y | +54.0% | +5.8% | +48.1% | +30.1% |
| 3Y | +203.9% | +114.8% | +89.1% | +84.3% |
| 5Y | -29.4% | +99.5% | -128.9% | -57.9% |
| All | +70.5% | +83.8% | -13.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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