+116.5%
META vs DOCN
+70.4%
+46.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +11.9% | -0.7% |
| 7D | -3.1% | -29.3% | +26.2% | +3.5% |
| 30D | -18.1% | -46.0% | +27.9% | -8.1% |
| 3M | +2.9% | -43.2% | +46.0% | +13.3% |
| 6M | +0.2% | -53.7% | +53.9% | +12.6% |
| YTD | -8.1% | +46.9% | -55.0% | -25.8% |
| 1Y | -4.5% | +54.3% | -58.9% | -24.2% |
| 3Y | +94.2% | +185.5% | -91.4% | +20.7% |
| 5Y | +79.1% | -31.1% | +110.2% | +32.8% |
| All | +116.5% | +70.4% | +46.2% | +49.7% |
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 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