+53.1%
DOW vs DOCN
+70.8%
-17.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.6% | -6.2% | +3.2% |
| 7D | -0.5% | +3.7% | -4.2% | -0.6% |
| 30D | +15.7% | -33.7% | +49.4% | +16.1% |
| 3M | +5.3% | -27.9% | +33.2% | +5.4% |
| 6M | -14.2% | -46.4% | +32.2% | -12.9% |
| YTD | +43.9% | +81.1% | -37.2% | +27.5% |
| 1Y | +53.1% | +74.3% | -21.2% | +36.4% |
| All | +53.1% | +70.8% | -17.7% | +36.4% |
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