+212.4%
MAR vs DOCN
+110.0%
+102.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | -1.0% |
| 7D | +1.0% | +3.7% | -2.7% | +0.3% |
| 30D | +16.2% | -33.7% | +49.9% | +21.4% |
| 3M | +23.1% | -27.9% | +50.9% | +26.2% |
| 6M | +22.0% | -46.4% | +68.4% | +28.6% |
| YTD | +39.2% | +81.1% | -41.9% | +17.7% |
| 1Y | +48.3% | +74.3% | -26.0% | +25.9% |
| 3Y | +123.4% | +245.8% | -122.5% | +62.5% |
| 5Y | +185.4% | -23.7% | +209.1% | +125.8% |
| All | +212.4% | +110.0% | +102.4% | +136.0% |
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