+64.2%
F vs DOCN
+171.0%
-106.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | +4.6% | -9.6% | +14.2% | +5.7% |
| 3M | -3.7% | -37.7% | +34.0% | +1.9% |
| 6M | +16.8% | +115.2% | -98.4% | -1.8% |
| YTD | +15.3% | +133.7% | -118.4% | -5.3% |
| 1Y | +31.0% | +250.2% | -219.1% | -1.1% |
| 3Y | +45.4% | +320.3% | -274.9% | +0.4% |
| 5Y | +54.7% | +53.1% | +1.6% | +11.6% |
| All | +64.2% | +171.0% | -106.8% | +14.1% |
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