+572.7%
LLY vs DOCN
+171.0%
+401.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | -2.1% | +1.1% | -3.3% | -2.2% |
| 30D | -1.6% | -9.6% | +8.0% | -1.3% |
| 3M | +2.3% | -37.7% | +40.0% | +4.2% |
| 6M | +14.9% | +115.2% | -100.3% | +8.5% |
| YTD | +7.5% | +133.7% | -126.3% | +0.7% |
| 1Y | +55.7% | +250.2% | -194.5% | +42.1% |
| 3Y | +110.6% | +320.3% | -209.7% | +89.4% |
| 5Y | +363.4% | +53.1% | +310.3% | +325.7% |
| All | +572.7% | +171.0% | +401.7% | +536.1% |
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 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