+25.6%
LOW vs DOCN
+171.0%
-145.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | -1.7% | +1.1% | -2.9% | -1.9% |
| 30D | -7.0% | -9.6% | +2.6% | -6.4% |
| 3M | -0.9% | -37.7% | +36.8% | +3.1% |
| 6M | -20.1% | +115.2% | -135.3% | -30.2% |
| YTD | -13.9% | +133.7% | -147.6% | -26.1% |
| 1Y | -21.1% | +250.2% | -271.3% | -36.6% |
| 3Y | -6.6% | +320.3% | -326.9% | -29.9% |
| 5Y | +9.4% | +53.1% | -43.8% | -13.0% |
| All | +25.6% | +171.0% | -145.5% | -0.6% |
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