+48.3%
DOW vs DOCN
+50.9%
-2.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | -9.5% | -19.2% | +9.6% | -9.3% |
| 30D | +13.1% | -43.1% | +56.1% | +13.6% |
| 3M | +4.8% | -40.7% | +45.5% | +5.2% |
| 6M | -16.7% | -55.0% | +38.3% | -15.3% |
| YTD | +38.9% | +50.6% | -11.8% | +25.5% |
| 1Y | +48.3% | +54.0% | -5.7% | +34.5% |
| All | +48.3% | +50.9% | -2.6% | +34.5% |
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