+40.7%
F vs DOCN
+70.4%
-29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.9% | +14.7% | +1.0% |
| 7D | +1.4% | -29.3% | +30.7% | +5.8% |
| 30D | +2.0% | -46.0% | +48.1% | +9.9% |
| 3M | -10.4% | -43.2% | +32.8% | -5.0% |
| 6M | +9.7% | -53.7% | +63.4% | +18.2% |
| YTD | -1.2% | +46.9% | -48.1% | -14.9% |
| 1Y | 0.0% | +54.3% | -54.3% | -14.8% |
| 3Y | +41.1% | +185.5% | -144.4% | +1.2% |
| 5Y | -11.4% | -31.1% | +19.7% | -31.0% |
| All | +40.7% | +70.4% | -29.6% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling