+45.3%
MO vs DOCN
+110.0%
-64.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.6% | +0.7% |
| 7D | +6.9% | -20.0% | +26.9% | +4.7% |
| 30D | +14.9% | -38.8% | +53.7% | +10.3% |
| 3M | +16.4% | -34.8% | +51.2% | +13.0% |
| 6M | +9.6% | -22.8% | +32.4% | +7.9% |
| YTD | +41.8% | +74.6% | -32.8% | +44.2% |
| 1Y | +45.3% | +116.4% | -71.1% | +48.8% |
| All | +45.3% | +110.0% | -64.7% | +48.8% |
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 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