-37.4%
DOW vs DOCN
+54.1%
-91.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | +0.4% | -9.6% | +10.0% | +1.2% |
| 3M | -14.4% | -37.7% | +23.3% | -10.2% |
| 6M | -7.0% | +115.2% | -122.2% | -19.7% |
| YTD | +30.2% | +133.7% | -103.5% | +10.4% |
| 1Y | +29.2% | +250.2% | -221.0% | +2.7% |
| 3Y | -36.7% | +320.3% | -357.0% | -51.8% |
| All | -37.4% | +54.1% | -91.5% | -53.8% |
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