+108.2%
LIN vs DOCN
+70.4%
+37.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.9% | +15.2% | +0.3% |
| 7D | +3.6% | -29.3% | +32.9% | +5.7% |
| 30D | +6.4% | -46.0% | +52.4% | +10.2% |
| 3M | +6.5% | -43.2% | +49.7% | +9.4% |
| 6M | +4.9% | -53.7% | +58.6% | +8.6% |
| YTD | +23.4% | +46.9% | -23.5% | +14.3% |
| 1Y | +26.3% | +54.3% | -28.0% | +16.2% |
| 3Y | +38.0% | +185.5% | -147.6% | +15.9% |
| 5Y | +68.0% | -31.1% | +99.1% | +49.0% |
| All | +108.2% | +70.4% | +37.8% | +86.1% |
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