-1.4%
LOW vs DOCN
+110.0%
-111.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.2% | +14.7% | +7.1% |
| 7D | +15.6% | -20.0% | +35.6% | +14.6% |
| 30D | +28.6% | -38.8% | +67.4% | +26.6% |
| 3M | +5.8% | -34.8% | +40.7% | +4.6% |
| 6M | +3.8% | -22.8% | +26.6% | +2.2% |
| YTD | -2.8% | +74.6% | -77.4% | -4.6% |
| 1Y | -1.4% | +116.4% | -117.8% | -2.2% |
| All | -1.4% | +110.0% | -111.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling