-1.0%
LOW vs DOCN
+77.9%
-78.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -1.7% |
| 7D | +0.1% | +27.4% | -27.3% | +1.1% |
| 30D | +21.3% | -29.7% | +51.0% | +20.0% |
| 3M | +6.0% | -32.5% | +38.5% | +5.0% |
| 6M | +2.6% | -42.2% | +44.7% | +1.8% |
| YTD | -3.6% | +87.2% | -90.8% | -8.1% |
| 1Y | -1.0% | +86.2% | -87.2% | -5.1% |
| All | -1.0% | +77.9% | -78.9% | -5.1% |
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 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