+178.1%
GOOG vs DOCN
+70.4%
+107.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.9% | +13.9% | +0.5% |
| 7D | -0.2% | -29.3% | +29.1% | +4.9% |
| 30D | -18.2% | -46.0% | +27.8% | -10.8% |
| 3M | -21.7% | -43.2% | +21.5% | -16.0% |
| 6M | -26.6% | -53.7% | +27.1% | -19.6% |
| YTD | -10.0% | +46.9% | -57.0% | -21.9% |
| 1Y | -0.8% | +54.3% | -55.1% | -14.7% |
| 3Y | +118.2% | +185.5% | -67.4% | +57.3% |
| 5Y | +90.6% | -31.1% | +121.7% | +55.6% |
| All | +178.1% | +70.4% | +107.8% | +114.0% |
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