+218.5%
GILD vs DOCN
+108.0%
+110.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.1% |
| 7D | +0.7% | +19.1% | -18.4% | +0.5% |
| 30D | +9.5% | -21.0% | +30.5% | +9.7% |
| 3M | +22.4% | -34.7% | +57.1% | +22.8% |
| 6M | +27.9% | -45.8% | +73.6% | +28.6% |
| YTD | +39.4% | +79.4% | -40.0% | +35.9% |
| 1Y | +37.6% | +91.0% | -53.4% | +34.0% |
| 3Y | +146.6% | +237.5% | -90.9% | +134.8% |
| 5Y | +197.6% | -30.4% | +228.0% | +180.3% |
| All | +218.5% | +108.0% | +110.5% | +202.6% |
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