+51.9%
DOW vs DOCN
+110.0%
-58.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.2% | +3.9% | -3.2% |
| 7D | -4.2% | -20.0% | +15.8% | -4.1% |
| 30D | +14.7% | -38.8% | +53.5% | +15.2% |
| 3M | +9.1% | -34.8% | +43.9% | +9.4% |
| 6M | -17.7% | -22.8% | +5.1% | -18.2% |
| YTD | +44.6% | +74.6% | -30.0% | +34.1% |
| 1Y | +51.9% | +116.4% | -64.5% | +41.1% |
| All | +51.9% | +110.0% | -58.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling