+1,292.9%
FIX vs DOCN
+70.4%
+1,222.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -15.9% | +4.3% | -8.3% |
| 7D | -27.2% | -29.3% | +2.0% | -21.7% |
| 30D | -46.9% | -46.0% | -0.9% | -39.9% |
| 3M | -44.4% | -43.2% | -1.2% | -38.2% |
| 6M | -50.9% | -53.7% | +2.8% | -43.7% |
| YTD | +3.5% | +46.9% | -43.4% | -6.7% |
| 1Y | -2.1% | +54.3% | -56.4% | -12.6% |
| 3Y | +418.7% | +185.5% | +233.2% | +309.6% |
| 5Y | +894.6% | -31.1% | +925.6% | +741.4% |
| All | +1,292.9% | +70.4% | +1,222.6% | +1,093.1% |
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 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