-23.0%
DOW vs DOCN
+182.8%
-205.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.9% | +13.7% | -0.3% |
| 7D | -4.9% | -29.3% | +24.4% | -1.0% |
| 30D | +13.6% | -46.0% | +59.6% | +21.7% |
| 3M | +9.0% | -43.2% | +52.2% | +15.0% |
| 6M | -19.9% | -53.7% | +33.8% | -14.0% |
| YTD | +41.4% | +46.9% | -5.5% | +14.8% |
| 1Y | +47.4% | +54.3% | -7.0% | +17.8% |
| All | -23.0% | +182.8% | -205.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling