+203.2%
MAR vs DOCN
+74.7%
+128.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | +4.3% | -19.2% | +23.5% | +6.9% |
| 30D | +16.8% | -43.1% | +59.9% | +24.4% |
| 3M | +16.0% | -40.7% | +56.7% | +22.0% |
| 6M | +16.5% | -55.0% | +71.4% | +25.5% |
| YTD | +35.0% | +50.6% | -15.6% | +17.0% |
| 1Y | +49.4% | +54.0% | -4.6% | +28.6% |
| 3Y | +124.1% | +203.9% | -79.8% | +65.4% |
| 5Y | +159.2% | -29.4% | +188.5% | +109.2% |
| All | +203.2% | +74.7% | +128.5% | +134.5% |
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