-27.5%
DOW vs DOCN
-29.3%
+1.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.1% |
| 7D | +5.2% | +19.1% | -13.9% | +3.1% |
| 30D | +13.2% | -21.0% | +34.2% | +15.6% |
| 3M | +10.1% | -34.7% | +44.8% | +14.0% |
| 6M | -13.1% | -45.8% | +32.7% | -8.8% |
| YTD | +46.1% | +79.4% | -33.3% | +25.2% |
| 1Y | +50.0% | +91.0% | -41.0% | +27.3% |
| 3Y | -20.2% | +237.5% | -257.7% | -39.1% |
| All | -27.5% | -29.3% | +1.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling