+698.7%
LLY vs DOCN
+70.4%
+628.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.9% | +12.1% | -3.2% |
| 7D | -0.7% | -29.3% | +28.6% | +0.5% |
| 30D | +17.9% | -46.0% | +63.9% | +20.4% |
| 3M | +16.8% | -43.2% | +60.0% | +18.8% |
| 6M | +38.4% | -53.7% | +92.2% | +41.5% |
| YTD | +27.6% | +46.9% | -19.3% | +21.2% |
| 1Y | +48.3% | +54.3% | -6.0% | +40.4% |
| 3Y | +145.4% | +185.5% | -40.2% | +123.4% |
| 5Y | +438.9% | -31.1% | +470.0% | +396.5% |
| All | +698.7% | +70.4% | +628.4% | +665.5% |
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 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