+125.4%
META vs DOCN
+102.5%
+23.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.6% | +2.9% |
| 7D | +2.9% | -20.0% | +22.9% | +7.4% |
| 30D | -15.1% | -38.8% | +23.7% | -6.9% |
| 3M | +7.2% | -34.8% | +42.1% | +15.1% |
| 6M | +3.4% | -22.8% | +26.2% | +2.2% |
| YTD | -4.3% | +74.6% | -78.9% | -25.2% |
| 1Y | +0.8% | +116.4% | -115.7% | -26.2% |
| 3Y | +102.2% | +239.3% | -137.2% | +21.6% |
| 5Y | +89.4% | -20.2% | +109.6% | +36.1% |
| All | +125.4% | +102.5% | +23.0% | +50.8% |
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