+38.8%
LOW vs DOCN
+74.7%
-35.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | +7.4% | -19.2% | +26.6% | +9.2% |
| 30D | +24.5% | -43.1% | +67.5% | +30.2% |
| 3M | +3.5% | -40.7% | +44.2% | +7.1% |
| 6M | -2.6% | -55.0% | +52.4% | +2.7% |
| YTD | -4.8% | +50.6% | -55.5% | -15.8% |
| 1Y | -0.8% | +54.0% | -54.8% | -12.7% |
| 3Y | +22.8% | +203.9% | -181.1% | -6.2% |
| 5Y | +5.3% | -29.4% | +34.7% | -12.5% |
| All | +38.8% | +74.7% | -35.9% | +13.2% |
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 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