+1,475.4%
FIX vs DOCN
+102.5%
+1,372.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.2% | -7.9% | -13.6% |
| 7D | -18.9% | -20.0% | +1.1% | -15.0% |
| 30D | -36.3% | -38.8% | +2.5% | -29.9% |
| 3M | -38.5% | -34.8% | -3.7% | -33.7% |
| 6M | -42.3% | -22.8% | -19.5% | -40.7% |
| YTD | +17.1% | +74.6% | -57.5% | +1.8% |
| 1Y | +14.4% | +116.4% | -102.0% | -4.6% |
| 3Y | +486.7% | +239.3% | +247.3% | +346.6% |
| 5Y | +1,083.7% | -20.2% | +1,104.0% | +865.7% |
| All | +1,475.4% | +102.5% | +1,372.9% | +1,201.0% |
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