+2,105.4%
FIX vs DOCN
+54.1%
+2,051.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | -7.2% | -9.6% | +2.4% | -5.4% |
| 3M | -15.9% | -37.7% | +21.8% | -8.1% |
| 6M | +12.7% | +115.2% | -102.5% | -6.2% |
| YTD | +72.8% | +133.7% | -60.9% | +40.3% |
| 1Y | +122.9% | +250.2% | -127.3% | +66.1% |
| 3Y | +774.3% | +320.3% | +454.0% | +517.2% |
| All | +2,105.4% | +54.1% | +2,051.3% | +1,536.1% |
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 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