+33.7%
MA vs DOCN
-20.0%
+53.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.2% | +11.1% | +3.4% |
| 7D | +10.2% | -20.0% | +30.3% | +8.5% |
| 30D | +19.3% | -38.8% | +58.1% | +15.7% |
| 3M | +18.0% | -34.8% | +52.8% | +15.4% |
| 6M | +33.7% | -22.8% | +56.5% | +32.4% |
| All | +33.7% | -20.0% | +53.7% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling