+40.4%
LOW vs DOCN
+70.4%
-29.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -15.9% | +14.9% | +0.5% |
| 7D | +9.6% | -29.3% | +38.9% | +12.8% |
| 30D | +24.5% | -46.0% | +70.5% | +30.9% |
| 3M | +4.0% | -43.2% | +47.2% | +8.1% |
| 6M | +2.2% | -53.7% | +55.9% | +7.3% |
| YTD | -3.7% | +46.9% | -50.6% | -14.6% |
| 1Y | -0.9% | +54.3% | -55.2% | -12.9% |
| 3Y | +23.8% | +185.5% | -161.7% | -4.7% |
| 5Y | +6.6% | -31.1% | +37.7% | -11.2% |
| All | +40.4% | +70.4% | -29.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling