+454.6%
GE vs DOCN
+171.0%
+283.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.8% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -11.6% | -9.6% | -1.9% | -10.8% |
| 3M | +3.0% | -37.7% | +40.7% | +7.6% |
| 6M | -0.5% | +115.2% | -115.7% | -12.6% |
| YTD | +9.7% | +133.7% | -124.0% | -5.1% |
| 1Y | +20.0% | +250.2% | -230.1% | -2.5% |
| 3Y | +275.8% | +320.3% | -44.5% | +188.0% |
| 5Y | +429.1% | +53.1% | +376.0% | +324.7% |
| All | +454.6% | +171.0% | +283.6% | +353.2% |
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