+120.5%
META vs DOCN
+171.0%
-50.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | +4.8% | -9.6% | +14.4% | +6.2% |
| 3M | -1.6% | -37.7% | +36.1% | +6.4% |
| 6M | -7.5% | +115.2% | -122.7% | -28.6% |
| YTD | -6.4% | +133.7% | -140.1% | -30.4% |
| 1Y | -17.3% | +250.2% | -267.5% | -45.6% |
| 3Y | +109.9% | +320.3% | -210.4% | +22.0% |
| 5Y | +65.4% | +53.1% | +12.3% | +10.6% |
| All | +120.5% | +171.0% | -50.5% | +40.4% |
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