-17.3%
META vs DOCN
+254.3%
-271.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +1.0% |
| 7D | +6.7% | +1.1% | +5.6% | +6.7% |
| 30D | +4.8% | -9.6% | +14.4% | +4.9% |
| 3M | -1.6% | -37.7% | +36.1% | -0.4% |
| 6M | -7.5% | +115.2% | -122.7% | -13.7% |
| YTD | -6.4% | +133.7% | -140.1% | -15.6% |
| 1Y | -17.3% | +250.2% | -267.5% | -29.6% |
| All | -17.3% | +254.3% | -271.7% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling