+10.8%
INTC vs DOCN
+110.0%
-99.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.6% | -2.1% | +4.8% |
| 7D | +7.3% | +3.7% | +3.5% | +6.2% |
| 30D | -38.3% | -33.7% | -4.7% | -30.7% |
| 3M | -36.0% | -27.9% | -8.1% | -29.8% |
| 6M | -51.7% | -46.4% | -5.3% | -43.3% |
| YTD | +69.4% | +81.1% | -11.7% | +47.5% |
| 1Y | +65.0% | +74.3% | -9.3% | +44.8% |
| 3Y | +63.0% | +245.8% | -182.8% | +20.3% |
| 5Y | +33.4% | -23.7% | +57.1% | +8.3% |
| All | +10.8% | +110.0% | -99.2% | -16.7% |
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