+443.8%
LLY vs DOCN
-32.3%
+476.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -4.5% | -19.2% | +14.7% | -3.7% |
| 30D | +13.9% | -43.1% | +57.0% | +16.4% |
| 3M | +13.8% | -40.7% | +54.5% | +15.7% |
| 6M | +37.6% | -55.0% | +92.6% | +41.4% |
| YTD | +26.6% | +50.6% | -24.0% | +19.2% |
| 1Y | +45.3% | +54.0% | -8.6% | +36.5% |
| 3Y | +132.2% | +203.9% | -71.7% | +107.4% |
| All | +443.8% | -32.3% | +476.1% | +396.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling