+40.6%
MO vs DOCN
+55.6%
-14.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | +0.4% |
| 7D | -1.8% | -12.8% | +11.0% | -2.9% |
| 30D | +5.8% | -41.9% | +47.7% | +0.9% |
| 3M | +12.7% | -36.9% | +49.6% | +9.0% |
| 6M | +14.8% | -52.2% | +67.0% | +10.3% |
| YTD | +37.8% | +62.7% | -24.9% | +40.6% |
| All | +40.6% | +55.6% | -14.9% | +43.3% |
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