-30.8%
DOW vs DOCN
+70.4%
-101.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.9% | +13.7% | -0.6% |
| 7D | -4.9% | -29.3% | +24.4% | -1.7% |
| 30D | +13.6% | -46.0% | +59.6% | +20.2% |
| 3M | +9.0% | -43.2% | +52.2% | +14.0% |
| 6M | -19.9% | -53.7% | +33.8% | -15.1% |
| YTD | +41.4% | +46.9% | -5.5% | +26.2% |
| 1Y | +47.4% | +54.3% | -7.0% | +30.4% |
| 3Y | -23.6% | +185.5% | -209.1% | -38.3% |
| 5Y | -27.9% | -31.1% | +3.2% | -40.6% |
| All | -30.8% | +70.4% | -101.2% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling