+72.2%
MAR vs DOCN
+324.7%
-252.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -4.2% | +1.1% | -5.3% | -4.3% |
| 30D | -6.7% | -9.6% | +3.0% | -5.9% |
| 3M | -12.5% | -37.7% | +25.2% | -8.2% |
| 6M | +0.6% | +115.2% | -114.6% | -14.9% |
| YTD | +9.1% | +133.7% | -124.6% | -10.2% |
| 1Y | +26.2% | +250.2% | -223.9% | -5.5% |
| All | +72.2% | +324.7% | -252.6% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling