+61.2%
GM vs DOCN
+117.0%
-55.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.3% | -3.5% |
| 7D | -3.4% | +27.4% | -30.8% | -6.8% |
| 30D | +2.7% | -29.7% | +32.4% | +7.0% |
| 3M | -0.4% | -32.5% | +32.1% | +3.7% |
| 6M | +13.3% | -42.2% | +55.5% | +19.1% |
| YTD | +6.8% | +87.2% | -80.4% | -11.3% |
| 1Y | +21.1% | +86.2% | -65.1% | +0.5% |
| 3Y | +231.0% | +257.4% | -26.4% | +128.9% |
| 5Y | +41.9% | -27.4% | +69.3% | +10.6% |
| All | +61.2% | +117.0% | -55.8% | +15.6% |
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 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