+43.1%
LOW vs DOCN
+110.0%
-66.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.7% | -1.0% |
| 7D | +1.0% | +3.7% | -2.8% | +0.5% |
| 30D | +25.6% | -33.7% | +59.3% | +29.6% |
| 3M | +5.3% | -27.9% | +33.2% | +7.1% |
| 6M | +3.7% | -46.4% | +50.2% | +7.8% |
| YTD | -1.9% | +81.1% | -83.0% | -14.7% |
| 1Y | +0.6% | +74.3% | -73.7% | -12.2% |
| 3Y | +26.4% | +245.8% | -219.4% | -4.3% |
| 5Y | +10.1% | -23.7% | +33.9% | -9.5% |
| All | +43.1% | +110.0% | -66.9% | +14.8% |
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