+40.7%
LOW vs DOCN
+108.0%
-67.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | +1.4% | +19.1% | -17.7% | -0.2% |
| 30D | +21.7% | -21.0% | +42.7% | +23.7% |
| 3M | +5.0% | -34.7% | +39.8% | +8.0% |
| 6M | +4.6% | -45.8% | +50.4% | +8.5% |
| YTD | -3.5% | +79.4% | -82.9% | -16.0% |
| 1Y | +0.5% | +91.0% | -90.5% | -13.4% |
| 3Y | +24.8% | +237.5% | -212.6% | -5.2% |
| 5Y | +6.5% | -30.4% | +36.9% | -12.1% |
| All | +40.7% | +108.0% | -67.3% | +12.9% |
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