+203.8%
MAR vs DOCN
+70.4%
+133.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -15.9% | +14.1% | +0.2% |
| 7D | +4.4% | -29.3% | +33.7% | +8.7% |
| 30D | +15.5% | -46.0% | +61.5% | +23.9% |
| 3M | +15.7% | -43.2% | +58.9% | +22.3% |
| 6M | +18.2% | -53.7% | +71.9% | +26.7% |
| YTD | +35.3% | +46.9% | -11.6% | +17.6% |
| 1Y | +48.6% | +54.3% | -5.7% | +27.7% |
| 3Y | +124.3% | +185.5% | -61.2% | +67.1% |
| 5Y | +159.7% | -31.1% | +190.8% | +110.2% |
| All | +203.8% | +70.4% | +133.4% | +135.7% |
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